I think you hit a interesting point. If you define a very specific set of criteria to judge skills by, e.g. "classical piano", then unguided exploration might be a worse starting point than no exploration.

But, if we accept a less restrictive/strict outcome, then unguided exploration is very likely a net positive. I think many well known "unorthodox" musicians did this, and also attributed it to exactly that. Though I cannot recall specific examples. So take it with a grain of salt. I'll look up who I suspect.

Edit: Searching for examples of largely self taught musicians, there are lots of examples. What this implies, probably varies wildly. So feel free to correct the examples I encountered: Chopin, Hendrix, Schubert, Uematsu, Bowie.