Because I learned Java and SQL from college classes, and BASIC (several versions), Visual Basic, C, C++, C#, PHP, Cold Fusion, Ruby, Javascript and more without classes. I learn things far faster if I'm the one deciding what I need to know, than if I'm forced to go through the language at someone else's pace and style. (And after college, I learned more about Java and SQL on my own than I learned in the classes.)
And it's not that I would get lazy in the classes, either. I would get bored waiting for the teacher and start messing around with things while I waited, and then continue with the lesson when everyone caught up. (Not their fault, I had other languages under my belt already.) I tried to do just as much experimentation in class as I would at home.
And that was all before the internet was available to me. Now that I have the internet, I can research questions and issues so fast that I won't even bother asking an expert sitting beside me. It's faster and I learn more from the web.
I'm not saying this is the method for everyone, but it's so much faster and easier for me this way that I find it hard to believe I'm a minority.