> unless you are extremely talented and can pick up everything on your own
The question is more whether anyone will look at your CV if you didn't do these advanced topics at uni. Most things people can and do learn on their own. If you look at how uni works, what did you do? You went there and found out what you needed to learn, and then spent a bunch of time studying it on your own. There was never enough time in a class to learn things just by watching.
It depends on the subject. You can get feedback from tutors/professors, and evaluation of your work. If you study proofs, you can't verify by yourself if they are good/correct.
Apart from that, if you go in a traditional uni (which is not my case, I do online degree at Open University of UK), you also have great networking opportunities.
Not saying about other subjects, like medicine, physics, biology where you need access to a lab to learn something.
The question is more whether anyone will look at your CV if you didn't do these advanced topics at uni. Most things people can and do learn on their own. If you look at how uni works, what did you do? You went there and found out what you needed to learn, and then spent a bunch of time studying it on your own. There was never enough time in a class to learn things just by watching.