There is a great deal of "incidental learning" that takes place while doing crossword puzzles that can be very beneficial to a young, sponge-like learner. They may absorb new foreign terms that are common in their untranslated form. They may put names and events of history together. They may learn how to spell something they were previously unsure about. They will surely increase their vocabulary as they encounter words that are rarely encountered except as the synonym of a clue's answer. They will also surely pay much more attention to words that ambiguous without much context. This last point is extremely important. This new attention to detail and ability to sift through the various possible definitions of a word is an analytical skill that will aid them greatly throughout the life span.
Finally, as the puzzler looks up the items they are not sure of, they will surely come across other interesting material that will waylay them momentarily. If the puzzler asks someone else first, this is a great icebreaker that may segue into other interesting information, a "teaching moment," or just a great conversation that otherwise wouldn't have happened. So, consider adding a crossword puzzle a day to your curriculum or daily routine.