The major difference between a thing that might go wrong and a thing that cannot possibly go wrong is that when a thing that cannot possibly go wrong goes wrong it usually turns out to be impossible to get at or repair.
To take issue here slightly. Having read some of the linked article.
1. The blood does not fill the space between the lung and the chest wall, it is within the blood vessels of the lungs and since fluid is not compressible you need a litre or so to keep the chest wall from caving in. This is quite possible to be diverted from periphery to lungs. There have been cases of pulmonary haemorrhage (bleeding into the lungs) from this over distension of the lung blood vessels but this is not into the pleural space (the POTENTIAL) space between lung and chest wall. This was poor writing in the article quoted.
2. It is definitely possible to get DCI from free diving, but it does require multiple free dives over a relatively short period. Combining SCUBA with significant free diving is definitely not a good idea.
Evolution is great at solving problems. It's the methods that concern me.
Not being a freediver I can't comment on if the courses are worth it but I would personally think about taking one to try to improve my efficiency. If training can get me anywhere near the results mentioned earlier (1minute to 7 minutes over a week of training) then it is probably well worth doing it.