Comment by glitchc
Well, mathematics at a graduate level really is a subject that can only be self-taught, as are most subjects at the graduate level. Yes, some guidance can be available, but the pedagogical hand-holding that is undergrad is simply not possible. The analogy to language only really applies to mathematics that is well-understood and can be taught this way. In grad school, almost no mathematics you encounter is that well understood, so the teaching methods are absent.
It's possible, but counter to the point of a PhD: apprenticeship for research.