My anecdotal experience was that courses are sort of idiotic at the PhD level. The course work is incredibly distracting from your research and projects. It's really hard to get into a flow state with your work when you have to do a bunch of homework. My productivity during the semesters I did course work was an order of magnitude lower.
The lectures are interesting and sort of useful.. but they're not a good use of time. At the PhD level you should be comfortable enough to just pick up some textbooks, read them on your own time, do some problem sets and learn on your own. B/c that's essentially what the professors are doing to prepare the course material in the first place..
Your advisor should just assign you some reading or something. It should be enough
Seminar style courses where you intensively interact with a professor are maybe an exception.. Maybe..
I think for me the problem was "unknown unknowns". If I knew I needed to know something, I could pick up a textbook and learn it, but that doesn't help if you don't even know something exists.
Grad courses are all over the place. Some are just a series of chill lectures and discussions. Some are incredibly difficult all consuming and with lots of grueling excruciating problem sets after class... And nothing in between :)
Yes, that would have been nice :(