This is true; one doesn't need a university affiliation to do research in many fields. In Einstein's case, he famously worked as a patent clerk during his day job while working on his research during his spare time. However, there is a difference between pursuing research as a unpaid side activity versus being paid to do research; that is the sentiment I wanted to express with my local park vs. NBA analogy. While arguably pursuing research as a hobby provides a great deal of freedom (e.g., no publishing or "impact" demands from management because there are no managers), the problem is making a living that is sufficient for paying for shelter, food, and other necessities typically requires 40 or more hours per week of work, which relegates research to nights and weekends, which I don't believe is enough time to engage in deep work, though it's not impossible and there are many people who have done this, Einstein included (https://www.dpma.de/english/our_office/publications/mileston... and https://www.ige.ch/en/about-us/the-history-of-the-ipi/einste...). It just requires a job that is not too intellectually demanding. On the flipside, working as a paid researcher means you don't have to worry about trying to carve out free time to do your research. However, "he who pays the piper calls the tune" has become the mantra of research institutions these days; the days of pure curiosity-driven research, whether in academia or in industry (pre-divestiture Bell Labs and Bob Taylor-era Xerox PARC), are long past. These are the tradeoffs of being a researcher these days, and I've come to know this the hard way.