Do it if you are so passionate about the topic that you’re teaching yourself anyway but need to set aside a chunk of time to really get the momentum you want. Don’t do it if you’re hoping it will pull you out of a rut (there will be lots of boring courses and admin).
Personally I found doing a MSc in Statistics after 3 years of working to be incredibly valuable. I think part of it was it gave me permission to view myself as an expert (although you don’t really need a MSc to do that as you can tell by switching on the news lol)