Because humans are social beings. Sure, most of us are good at self-learning, but a good teacher can provide so much more than a textbook can. A good teacher is a mentor and a dispenser of wisdom (and opinion). They've been there before, so they know what the hard stuff is, and where you might go wrong in your thinking.

And it's more fun to learn from a person than from a book. There's interaction. You can ask hard questions and they can provide profound answers that lead to other questions. Try doing that with a textbook.