Can I not ask my advisor for recommendation letter if I'm applying for an industry job?
It also sounds like you are considering giving up your doctoral studies. Let me suggest something different. 

It seems to me that you want to try to maximize your future options and realize your potential. I recommend that, for now, you just follow your advisor's direction and get the degree finished and then move on to whatever it is you want to do. You should have plenty of time for a transition to another field after completion and holding the degree will leave you positioned for either an academic or industrial career. 

It may be galling to have to submit, but the advisor has a certain amount of power. Think of him as a door that you need to get through to be a success. 

At that point your immediate problem may go away and he might write you an appropriate letter. 

On the other hand, not having his letter now would probably seem unusual to most employers, so you'd better have a good and honest explanation for why you don't have it. Disagreeing with and advisor isn't an especially valuable trait in the minds of many employers and they may not really understand the situation.