Apart from some very special cases when you need direct access to APIs, I would say NO.
There is considerable time and effort required to learn to implement the native API calls correctly and the returning value is just not worth it. I would rather spend the time learning some new hot technology or framework that will make your life easier and programming less painful. Not decades-old obsolete COM libraries that nobody really uses anymore (sorry to COM users).
Please don't stone me for this view. I know a lot of engineers here have really curious souls and there is nothing wrong with learning how things work. Curiousity is good and really helps understanding. But from a managerial point of view, I would rather spend a week learning how to develop Android apps than how to calls OLEs or COMs.