No. Especially if you have work experience, doing a MA or an MSc will be taken for the career pivoting skills development you sell it as.
Don't do a PhD, though, unless you're specifically trying to get into a job that looks for them. That is, unless you specifically want to do the PhD for the sake of doing it. A lot of employers see it the same way a retail employer sees a BSc - a sign that you're a flight risk.
I've actually always wanted one solely for the sake of one. Only took an extra 10 years to figure out which I wanted it to be. However, I EMPHATICALLY do not want to get stuck in academia
I chose this. I've got my undergrad and 10 years of work experience. This has been a developing plan for the past 8 years, so it's not an uninformed decision and it's not anyone else's expectation.
But yes, you shouldn't do something just because someone said so