I'm a PhD student hopefully 6 months away from finishing.
PhDs are like running a full marathon. You don't do it because you want to stay fit; or because you enjoy running -- marathons wear you out, cause injuries, and eventually are far worse for you than regular running. You only do it because
1) you want to learn how to run marathon-sized lengths (i.e. you want to be capable of wrapping your head around a multi year unbounded problem)
2) you want to have a sense of accomplishment
It seems you do want to use this as a way of learning structured thinking. But remember that:
1) Your life is going to be fucking depressing as hell.
2) It's many years of not knowing what the hell you're doing.
3) You're giving up your youth for a shot at something completely unquantifiable.
Bottomline: If your job doesn't require it, stay the hell away from it.