Lone wolf self-improvement doesn't work.
Bullshit. Or, more politely, an overly broad generalization.
In my experience, some people learn very well by themselves and some do need a class/group/teacher. It's just a personal characteristic and I know smart people of both kinds.
For example, here is a very old description of hackers:
...people who routinely upload the contents of thick reference manuals into their brains. [During the production of the first book version of this document, for example, I learned most of the rather complex typesetting language TeX over about four working days, mainly by inhaling Knuth's 477-page manual. My editor's flabbergasted reaction to this genuinely surprised me, because years of associating with hackers have conditioned me to consider such performances routine and to be expected. —ESR]
Note: consider such performances routine. This is, of course, all lone-wolf.
I think only a small minority of people are "naturals" at their chosen activity, and even they often get support from other "naturals" somehow. For me, encouragement always played a huge role. All my attempts to learn stuff in a supportive setting worked very well, and all my attempts to learn stuff in isolation failed.
LW has a problem. Openly or covertly, many posts here promote the idea that a rational person ought to be able to self-improve on their own. Some of it comes from Eliezer's refusal to attend college (and Luke dropping out of his bachelors, etc). Some of it comes from our concept of rationality, that all agents can be approximated as perfect utility maximizers with a bunch of nonessential bugs. Some of it is due to our psychological makeup and introversion. Some of it comes from trying to tackle hard problems that aren't well understood anywhere else. And some of it is just the plain old meme of heroism and forging your own way.