Yes, it will print finer detail better, but with 3 big tradeoffs, IMO:
1. It takes, more or less, twice as long to print
2. The smaller nozzle is [exponentially] easier to clog
3. It loses strength
So combine the 2, and get a few days into printing something only to have it ruined by a clog and you have to weigh the risk vs. the reward. For something with a lot of fine detail, the ability to print at .08mm layer lines instead of the .12 minimum with a .4 has its benefits, but just be aware that its not all roses.