Self-directed learning is great, but if you've ever been a teacher or a student in a genuinely difficult subject you know autodidactism is VERY limited and works for a tiny few on a tiny number of subjects. Autodidacts generally have an oversimplified understanding of a subject they think they know because they lack the social engagement in the topic and deep understanding that comes from engaging with true expertise. They think they know far more than they do, nearly every single time in my experience interacting with them. Which is not bad, as a teacher this is an excellent place to have your students start because you can quickly disabuse them of this notion and they become eager to learn more.
Even if one didn't require that many employers require exactly that from you in the form of a diploma or some other authority vouching for your claimed expertise and skills.