Why do so many would-be Actors think, they don't need training?

Answer 1

Because most people never see the work. They only see the finished product.

Most people understand that athletes work hard because they see athletes training. They see athletes running around on the field or lifting weights. Most people had gym growing up, so they at least understand at a conceptual level that being strong requires work, even if they don't know how much work.

But for actors, like with many artists, they only see the final product. When you only see the end result it's easy to miss the work that went into creating it, and when you've never seen somebody honing their skills or had to do the same thing yourself, it's easy to chalk it up to talent instead of work.

In general, actors will only practice in the presence of other actors. As far as the audience can tell, the actors sprang fully-formed from behind the curtain.