' What have you got to lose?' is one of those questions I'd only ever pose to myself, not others, because I know what I'm like. ' What could I possibly gain?' however, is sometimes different. In the latter, you've already identified what the benefits might be, at any or all of the levels you've mentioned. If you enjoy doing something, it will be a far better way to enhance the traits you feel you want to than analysing the worth of it against your own view of yourself.
Enjoyment- Worthwhile- Less Anxious- More Yourself- More Skills Relevant To Both Worlds,
If it doesn't go to plan, you'll have still gained the experiences that will help you and you can use what you've learned elsewhere.
Final thought. If people 'appear' confident, they may be/ they may be good at appearing so/ they are just themselves being themselves and don't feel the need for labels.
Me? Not the first of the options, a mix of second and third. I'd say.