You've shifted the goalpost from "any jam session" to "professional jazz musician".

Yes, I'd agree that all professional jazz musicians have spent considerable time working on their craft alone. That doesn't detract from what I was saying. Professional jazz musicians aren't the only type of people who do jam sessions, and they're not the only type of compelling artist.

In fact, even if every single artist in the world had spent considerable time studying alone, that doesn't necessarily mean it's required. The fact is, every single piece of music theory, every single thing you can read from a book or hear from a record, every single practice session, can be done in a group. It may just be that people prefer not to do that, or don't have the resources to do that.