I think that with just about any higher education, you get out of it what you put in. Formal training and workshopping can be incredibly helpful; yet these can also be found in less formal settings, too.
I have always found my training from my creative writing bachelor’s to be very useful — but I should also note I did NOT go straight to my MFA like many of my peers. I felt life experience was more valuable; and 10 years later, I still think I was right to do so.
My advice is to go where your intuition tells you to go to feed your curiosity — whether that’s a creative writing course, or skydiving.