These records are indeed at the National Archives.

They are hard to search, but can be useful. It is true that most of the data in these and other files were transcribed and converted to carded records in the later 1880's and 1890's by the war department. These cards are the Compiled Military Service Records. They are pretty reliable but not 100% accurate. There may yet be information that never made it to the CMSR. In the case of POW Exchange Records it is really hard to know for sure what extra info might be found.

A search might be useful, but it might be frustrating also. It all depends on circumstances like the soldier's unit, where captured, when, which clerk recorded the data... etc, etc.