Why? It's a long and difficult road you want to travel, and in my albeit limited experience, people without something to protect don't travel it very long.
You mean why do I want to learn maths? Do you mean to imply that it could be more useful to learn something else (or indeed that it's a better strategy to learn nothing at all)? Maths is important. I haven't studied it seriously in a few years, and being part of the lesswrong community I come across things moderately often which elude my understanding. Is that not reason enough? I should say that whether or not I get advice from lesswrong (some of our fellow contributors have already been quite instructive), I will learn this stuff anyway - it just seemed more efficient to ask lesswrong first before setting off alone.
This will not be a long post; I have a simple question to ask: if you wanted to educate yourself to graduate level in mathematics, but didn't actually want to go to university, what would you do? I would ask for text-book recommendations, but I don't want to limit your responses (however, bear in mind that the wikipedia articles on, say, cardinality or well-ordering go over my head – they may skim my hairline, but over they go). Also bear in mind that while I personally have A-levels (British qualifications) in both Maths and Further Maths (which is to say, I know some calculus at least), there are probably plenty of people on lesswrong who don't and who desire the same information – so assume as much ignorance as you feel necessary (it's a shame, actually, that there isn't a sequence here on lesswrong for maths). What do you advise (if you think the query ill-defined, I would like to know that as well)?