To clarify: You are asking if there is value in loading Custom Firmware onto a Nintendo Switch in order access the Homebrew app: "Checkpoint". Checkpoint allows you to Export and Import an a copy of the Switch's local memory save file. From there, transfer a copy of the save from the Custom Firmware Switch to PKHeX (then back to said Switch.)
I would first like to state: This is why I own a Custom Firmware Switch.
I personally do not consider this a wise financial investment.
Nintendo's servers will lock down Custom Firmware Switch (semi-bricking it's ability to be online at all) in the event it sees that Switch. You will not have access to Nintendo Switch Online cloud service REQUIRED to transfer a save file in Pokémon titles between Nintendo Switches. This means you can ONLY use PKHeX with the saves on the CFW Switch. Furthermore, you cannot use Nintendo Switch Online for any of the online features that require it in those Pokémon titles (ie. Max Raids and Online Battles.)
At the time of writing this response, PKHeX just released a new version today. The program is VERY restrictive of features available at this time.
You cannot at this time with PKHeX:
View/Edit/Anything involving the Den Star Piece gifts from Mystery Gift
View/Edit/Anything involving the Item gifts from the Mystery Gift
View/Edit/Anything involving active Den Raids (including Watch Tower)
View/Edit/Anything involving the Online "Nest Report"
View/Edit/Anything involving your Watts
View/Edit/Anything involving Camping
View/Edit/Anything involving Curry Dex
View/Edit/Anything involving Jobs
View/Edit/Anything involving the two Nursey
Reset Wild Area "Strong" Pokémon
Reset In-Game Gifts (including GMax Eevee/Pikachu)
Reset In-Game Legendary Encounters
These are all within the realm of features added to PKHeX by the end of a game's "one year-ish" life-span.
So, you best be aware of just exactly what paying $300 USD for PKHeX is getting you right now.
(On that note: Project Pokemon is looking for donations to expand it's support of game events that occur in Asia currently. You may want to donate to that cause if you have the money to burn.)