Pros
Really incredible art all around you, busy sales environment where you can actually see how art is sold, who buys it, how it is shipped and installed etc. You learn a lot from looking around and listening but no one will ever bother to teach you anything.
Cons
Arrogant people treating interns pretty much as free slave labour. No one ever explains you anything - you just figure it out on your own and learn how to read people's thoughts and remember different habits. Extremely tiered system where orders are passed from directors to assistants to front desk staff to interns, obviously losing bits of information at every step. Expect to do physical jobs, i.e. delivering boxes of catalogues or helping move office furniture even if you are a girl. Everyday tasks are very basic and boring.