This article at Foundation for Economic Education has a great explanation. Not surprisingly it’s because they don’t have their creativity and individuality stultified by a government school that glorifies conformity and order, and discourages thinking for yourself.
From the article:

As the American entrepreneur and author, Jim Rohn, once said: “Formal education will make you a living; self-education will make you a fortune.” While all of us can benefit from his advice, unschoolers have a great head start.