Really? Some background-I have a MSc done fully via research, there was no coursework at all. I'm in the midst of deciding whether to take another Masters via coursework or a PhD. Initially was planning to go into academia, but as time passes, I feel that R&D is more interesting. I am not sure of what to do..

HI Haluong
I think you should go for your instinct. I would like to quote your sentence 'Or maybe I will apply for the Phd in the US where students may not need the master to enter the PhD'. From my experience of trying to apply to US universities, they require substantial Master level related courses to the PhD field of study. You could check with the website to see if your courses fit their requirements.