You're not being consistent. People don't typically self-educate themselves for advanced math, but they don't do that for liberal arts either. J. K. Rowling doesn't have a degree in literature, but she doesn't do "advanced" literature: she writes books people like. She's good at what she does, but the "skill" needed is, like, grade school level. That's not comparative literature.

To put it another way: a lot of people actually do recreational math, which is largely self-taught. Maybe less than those who fancy themselves authors but it's still a lot of people. The aren't many people who study to make rockets, but there also aren't many people who end up as journalists or literary critics or copywriters but those people do actually get a degree in liberal arts to do that. Writing best-selling books is akin to being Martin Gardner.