Looked at from a cost perspective, you are going to buy a "real" torch at some point, even if you TIG weld. So for an additional 20-30 bucks, you could get enough materials to practice joints in filet or lug. Play away, see how much progress you make, I think the majority of builders are self taught. If you latter feel the need to get instruction you really aren't out of pocket any for having tried a few joints yourself. You can even build a frame without a jig, and I personally think most home made jigs are not able to delive the main features that make a jig actually valuable.
I think the main clientel that courses serve are the people who want the experience of making a frame. A properly designed course covers that directly. The cost is reasonable for what you get. Also many people who want the experience want it to be right, in a real shop with all the correct tools.
Many people who want to build frames for a living probably have (or hope they have) the mechanical skills to teach themselves, and need to keep money in the business. There is also the option of working in an industrial setting for a while and learning that way.
Many hobbiest want the challenge of working it out for themselves, and if they aren't pros don't want to spend a ton on a course when they also have a lot of unfunded purchases to make.