> it’s not easy or typically very efficient
It is also very possible for folks to think they have it right, and go off in entirely wrong directions. In my experience it is likely, even in quite good and hard-working students.
I teach an inquiry-based proofs class and so I sit through the students's discussion. Even on material that would be considered trivial in many of the books mentioned here, there are people saying aloud things in that discussion that are just simply wrong. It is not that these folks are dummies, it is that this stuff is hard.
I'm not a people person but one thing I've seen from this class is that a lot of learning is about community. It makes a big difference.
The problem is, that simply isn't possible / practical for many people. Assuming we're talking about people who are career professionals who are already past their first (and maybe only) stint at a university, most people just don't have the free time (and other resources) to sit in classes at a university. Especially since most universities still cater almost exclusively to "traditional" students who take classes in person, during the day.
If universities made more night classes available, or more online/hybrid classes, I could buy this. But for a lot of us, the best we can do is some combination of "watch Youtube videos, do MOOC's, self-study, do ungraded problems, and ask for help on Internet forums".
That said, not all problems you do on your own have to be exactly "ungraded". For many mathematical subjects you can find books of exercises that include the answers so you can "grade" yourself (assuming you can resist the temptation to cheat and look at the answers first), or you can find previous years problem sets and exams on many course websites.
Yeah, learning the stuff outside of a university setting is probably harder in some sense, but it's not impossible. And if that avenue is the only one available to somebody, then it is - by definition - the best avenue available to them.
Personally I am not an academic, I never went to grad school, and I do lots of self-studying of various technical topics, up to hopefully some reasonable level of understanding.
An online discussion forum isn’t typically going to cut it, IMO. People won’t be at the same level, won’t be working on the same topics, won’t have the same goals and interests, the same level of commitment, coordinated schedules, etc. This has been tried many times, but I have not heard many successful reports.
Online discussion forums are great for handling independent limited-scope questions–answers (including for current university students), and okay for coordinating research efforts among people who are already experts, but in general are not very effective for getting a group of people to diligently work through years of prerequisite material in an organized fashion.
You shouldn’t spend your life in a university, but if you have a goal of learning advanced mathematics, you might benefit from spending a few years there. YMMV.
As an alternative, if you can find an expert tutor/coach to meet with one-on-one on a regular basis, that is even better than a formal course. But that is expensive and hard to scale.