Sure, it is a good idea to get experience in challenging conditions. On the other hand, once we got to the islands from Chesapeake Bay (which was kind of exciting in parts) we always were sailing in better than average conditions. Why? Because if the wind was too high we simply stayed put. Why go out and be uncomfortable if you dont have to? Leave a different day or pick a different direction.
However, what conditions I am comfortable with are very different now that I have done a fair amount of open ocean sailing- I remember I used to be very nervous about winds in the mid to high 20's whereas now I would consider that a great day to go sailing. So widening the comfort zone is a good thing.