[brsg]

Speaking anecdotally, going back to school for an MSc allowed me to pivot from an engineering career in the transportation industry to the data/software field. It would've been more difficult to get interviews for entry level roles without the shiny new degree from a school that was - quite frankly - more prestigious than my undergrad, however I can't say for sure that it's benefited me materially beyond that initial "start". Experience is much more important once you're in the field you want.

I also continued working full-time while pursuing the degree half-time, which alleviated the risk of leaving a stable job. MSc degrees are much less likely to be fully funded than PhDs, and some companies will even reimburse your tuition as well.