^ The problem is, when you can't 100% control your bike...you're not just putting yourself at risk but you could be putting others at risk, too.
To be clear, I'm not saying you shouldn't go learn on your own or start riding on your own but not every situation is the same.
And as a rider, you have to recognize your own capabilities or in this case, limitations. Someone who doesn't feel comfortable going out on their own initially is going to focus a lot more on that and panic when something goes wrong.
In some cases, having someone else to ride along brings that piece of mind that lets the rider concentrate on going from point A to B instead of "omg, everyone's honking at me, those cars are all passing me, i'm gonna get rammed from behind, ahh how to i get the bike started again?!!", etc, etc.