In my experience, foreign language classes taught by native speakers of that language tend to work for everyone. The other kind, not so much. Reading books and watching movies in class is also indispensable, all good classes do it.
I'm talking about classes where teachers cover the topics and occasionally there are movies. Even in a class like this, the success rate of it is low, unless one has real experience on their own (self-learning by books, traveling abroad to where they speak that language). Reading a book in class and outside cannot be compared. The teacher has to specifically assign a "book-reading" class then read out loud for a class (that will cover... a single chapter per lecture?) and the material they choose is usually something artificial they made for the course... it's not comparable. You say these classes are effective. I don't believe you.
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.