The work you were given in your undergraduate and master’s was not research, it was homework. The task was critical reflection, which is repeatable and achievable for students; whereas research is expensive, one off, and generally out of reach for undergrads, and requires intensive oversight by an experienced researcher.
The waste of time would be for a professor to train you up to be a researcher before you’ve proven you are ready, hence the homework assignments.
If that's the case then and researching is way above masters level then how is it you get on a PhD? Genuine question. If everything I've done to date is a pale imitation of the real thing how can I make a fair assessment as to whether I want to pursue a PhD?