Theory can explain it after the fact, and can extend your options (or at least save you time knowing what you want). I know a lot of "untrained" musicians had a fair bit of theory, but I don't know about Cobain.
But if you listen to a lot of blues, play a lot of it, play with other blues players, etc. You will notice there's a vocabulary, idioms, etc. You can learn them by ear. You can call them by names of songs or players (Bo Diddley beat), or by the number of bars, ... Well, all of that is kind of - theory. Also, knowing which things you wouldn't play because they don't fit the style, that's also theory.
For the minor blues scale working over a major blues progression - I think the dissonance is okay because the flat third and fifth are often passing tones. If you loiter on them, they are more jarring.
Agree that of course there are blues songs with definitely minor harmony, but I still think the really distinctive and innovative characteristic of blues is "minor melody over major harmony"--the minor pentatonic scale was already ubiquitous in African-American music in e.g. spirituals. That's just incredibly weird and I can't imagine how it must have sounded to white audiences hearing it for the first time.
Of course a minor third is important to a minor scale. But if the underlying harmony happens to be a major chord, then the minor third is dissonant relative to the harmony.
I referred to this dissonance as a passing tone because you said “ There’s no way that combination can possibly work—but it does!”.