Possibly, lone wolf self-improvement works better when your life is not full of distracting things. But with distractions, classes work better, because they keep returning your focus to the thing you wanted to learn. They provide you a distraction-free window of time.
If classes work better for most of the population, including students (which seems to be the case), I suspect that an average person is quite distracted even without marriage / kids / job. Probably normies cannot stop thinking about social drama and stuff.
OTOH, I agree I am simply confused by what 'self-improvement' actually means. Do we define it 'by motive', 'by result' or in any other way (similarly to the recent SSC post on racism)?
Maybe I have just never really tried the lone-wolf style; I like brushing up some things like simple bits of math on my own, but I wouldn't call it improvement - just upholding the baseline.
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.