If you do look seriously at running for Mayor in most towns you tend to discover that there isn't any budget for doing anything interesting, it is hard to raise local taxes, it is hard to raise debt, and if you cross major business interests you'll get sued personally.
Thus it is a lot of work and a lot of risk but you can't necessarily accomplish anything.
That's very true. But remember what former House Speaker Tip O'Neil said--all politics is local. It's a great way to learn and practice. Scalability? Well, I think that went out the window with President Trump (respectfully, not saying anything political) showed you don't need any previous electoral experience to win the Presidency.