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Training vs Play

Hello, I'd like to ask for your opinion on the matter of puzzles vs play. I always feel and think differently between play and puzzle. I always know there is something substantial for me to gain in the puzzle while I don't feel the same about every position in gameplay. Should I just try to think the same in gameplay? Should I just think that in every position I stand to gain something?
I just feel this huge disconnect between training and play. Anybody feels the same?
I prefer to play games and then with help from Stockfish figure out the puzzles in the game. I got a lot of ideas doing this including the idea I should move much slower and consider every possible move.
Most moves in a game are not like in puzzle. But most moves can anyway be made in such a way that something is gained, or that something can be prevented to be lost. But often those things are more subtle, like placing a piece in a position where it is potentially more useful later in the game.

When I play I always look to play a beneficial move, and that is most often not part of a puzzle-like move combination ending in a material gain. On rare occations I can make a nonsensical move if I don't find a good move and don't think it's worth the time finding one.
Indeed that's the crux with the tactics trainers (I would still use them but not alone).
I recommend to also train with Chess Hero (freeware): Create a PGN with the openings you play and then train these games. The thing is that Chess Hero will ask you random positions from the PGN so you have to think like in a game.
I like to play against Stockfish level 5 as if each move is a puzzle. The objective of course is not win but to improve my tactical awareness. It's an exercise that kind of connects the puzzles with the real games.

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