Because one can read universally-acknowledged figures explaining how a large number of people with a software engineering degree can't code their way out of a paper bag or pass the most basic "fizz buzz test". (1)
Because we can see non-genius 17-year-olds writing apps that are bought by top tech companies for $30MM, month in and month out. (2)
Because we call it "software engineering", but it still isn't engineering at all. (3)
Software development is still a very, very young field. The fundamentals are not properly understood yet. It will still take decades before they are, possibly over a century. We won't be able to put proper education in place before the fundamentals are well-determined.
Agriculture, livestock breeding and cloth making are many millennia old. Architecture, engineering, and the law are 2-3 thousand years old. Book printing and complex music are about 1,000 years old. Dentistry is centuries old. Cinema is over a century old. We know a lot about how to do those properly, and schools are pretty good at teaching the important parts. Software development is less than 50-years-old, and schools are still dismal at figuring out the important parts (practitioners are only so-so most of the time too). That makes it different.
It would be hard to get more misguided advice than what the OP received (pro tip: don't learn vim, Emacs, configure Linux or switch to Dvorak before you can write functional, working code). That doesn't mean teaching yourself is a bad way to learn.
(1) Why can't programmers program, by Jeff Atwood (http://blog.codinghorror.com/why-cant-programmers-program/)
(2) Summly
(3) Just a random sample, but very representative: I developed a software package for building structure calculation about 20 years ago, helping an architect with the software part. There are manuals enumerating the exact steps to follow and excess safety measures to add: assume 50% extra weight, 40% wind-load force with higher percentages for higher structures, twice the amount of iron to be put into the concrete when certain conditions are met, etc... Those manuals are the law. If you are an architect or an engineer, and you follow those rules, two things happen: (1) you are not legally liable, and (2) the building doesn't fall down! Software projects fall down all the time (read: Obamacare). That is engineering, software projects with today's tools and techniques are not. This will happen some day in software. We are not there yet, by far.