Short stories are wonderful, bite-sized pieces of literature. They do the work of a novel in much smaller packages. Anthologies and collections centered around a theme can give a taste of several different takes on the same subject without having to read through an entire library. Likewise, writing a short story isn’t often as laborious as writing fifty, sixty or seventy thousand words.
This by no means makes short stories easier to write. Unlike a novel which has the space for a few extra words or descriptions, short stories have less to spare. When writing them, one has to be efficient with every word. Practicing and honing story craft in the confines of a short story can teach you how to get the most impact out of your words.
Short stories can teach you how to be economical with your words and how to present a situation without having to explicitly state every given detail, but they are meant to be short. They don’t have the room for layers upon layers of plot mixed with character conflicts and changing goals. The short story format doesn’t suit every writer or every idea.
The easiest way around the constraint of the short story when you have a much larger story to tell is to then put them into a series of short stories. These can be pulled up into a collection, or released on their own.
Regardless of how you like them, working through the confines of a short story teaches you quite a bit. It’s a useful form to work your writing over.
The Written Vixen 
This is great. For the longest time, I would start an epic over 300k words, but my stories would always lose focus and my own interest would slowly fade away then it would start over again, and I think it’s because I never sat down and really got into the world or attached to my own characters. Recently I created my own blog mainly to create short stories and just like you said, it’s completely different, but an essential part that every writer should explore. It lets you create a tightly woven plot and (as you stated) every line of text needs to have purpose. Your post was just the thing I needed to reflect on my own thoughts in between classes, thank you!
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I’ve been in the same boat. Novels and epics are really appealing to start on just because they do offer so much space. The trouble is usually keeping the storyline together. Good luck with the blog, can’t wait to see what comes out of it!
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