The pros: It's basically the only option you have for a long-term stay if you are under 50 years old. It's also the only fully legal way to work remotely in Thailand unless you qualify for the LTR visa. The only other long-term option for most people under 50 is the Elite/Privilege Visa which is VERY expensive.
There is no difference really between Tourist visa and visa exempt. They are both simply tourist entries. You can take classes on any visa, there are no visa restrictions as far as learning/classes goes.