I agree to a point, but they can IMO also be useful if you want to talk to someone in the wine trade - for example to explain to a merchant or sommelier what sort of wine you want. Ideally the professional should be able to communicate without jargon, but I wouldn’t count on it. It helps to have a common vocabulary.
(Personally, I read the WSET Level 3 book, tasted widely, and took the exam, without doing the course. I know others say they gained a lot from attending lessons, but I am not a coursey sort of person. See how you feel after Level 1.)
The rest of @AnaGramWords’ advice is spot on. But in the same spirit, and in the words of the gambling advertisement, I’d add: when the fun stops, stop.