He has a point that if you do a Master's you might be going without the extremely useful basic algorithms and data structures courses, but that is easily avoided by choosing a program that lets you take that. For other topics that aren't strictly programming, eg AI, ML, game theory, cryptography, quantum computing, probabilistic methods, optimization,... it would take a significant amount of dedication to match the amount of understanding that a rigorous course with problem sets can give you in self study.