Can endgame studies improve your play?
Endgame studies do teach you to look for unusual moves, to check all your opponents replies and to work and concentrate on the features of the position.
This must help improve your play.
But more importantly, I find endgame studies enjoyable. The best ones feature a nice, sharp point, where you suddenly get what the author is trying to achieve.
Here is an endgame study for you to try to solve :-