Do you really learn relevant skills at University?

yes, you learn useful things unless you learnt them elsewhere beforehand.
I learned a lot about accounting, legislation, economy, math, and even marketing.

Relevance depends on your major. My undergrad business school has endless finance courses taught by ex-industry professionals. The culture is very much a bootcamp that is churning out future bankers/investors/consultants. There's a greater opportunity to learn about the finance industry and better exposure to opportunities. It's not an experience that on-targets cannot obtain, but it makes life much easier from a Target and there's less luck required. More importantly, the network you get at a Target is an asset that you can use throughout your career.