I don't think it hurts the self esteem to have a sexy lady interested in you. But you can't get confused with her interest in you and your witty banter besides the fact that you're paying to be there. The best WL's make you feel special and that's why we pay them. Laughing at your jokes and complimenting your dick size as being perfect is all part of the routine and it feels great.
If you're generally shy around women, it's probably helpful, but I'd invest more time into the cultivation of real and honest friendships with people without agendas. There is a lot of evidence to suggest that the more women in your social circle that you aren't secretly trying to fuck makes you more attractive to other women.