Honestly the issue is that most ML programs are taught as being some kind of additive skill set: the more courses you take the better or selection of the right kind of courses gets you some where.
In reality:
1. most real world problems are also about subtraction knowing what not to try and why it might not work. Like when I ask people about Recommendtaion engines for recommending colocated things, people pile on embeddings, in reality its about finding good false negatives to train datasets, calibration of classifier output and those are really hard problem. Embeddings may be necessary but are the least of your worries.
2. Most companies will not teach you about the fundamentals of stats; you will be lucky if you can get a mentor in a company that has both the theoretical rigour and the practical implementation skill to solve problems.
3. Most ML problems require engineering to work as well, for example you can't use Bayesian MCMC to do most things at scale. Its why Topic models that used statistical models like simulating posterior were crazy expensive on large datasets.