That's really just a false statement, in my opinion. That's like stating why would any good programmer ever work for anyone else?
Honestly, there are a ton of reasons.
For example, a programmer may wish to work at Facebook so their code is put in front of 500 million users. If they hack something on their own, that's likely not going to be the case.
If a marketer wants to test his/her conversion theories against a large volume of traffic, they either need to spend LARGE amounts of their own money for paid traffic, or build up a large audience of their own. Again, an unlikely scenario.
Whether you're a marketer, or a programmer, or whatever else, working at a company/startup can provide you with opportunities that do not exist on your own.
Those are some of the prime reasons people work for others, no matter their trade...
There are plenty of so called "internet marketing gurus" (the Frank Kern's and Mike Filsaime's) who teach it but most of them are no good. They have only ever sold internet marketing informational products to other aspiring internet marketers. If a potential hire has only sold internet marketing products this is an immediate 'no hire'.
Good luck finding this person!