This stuff is brutally difficult to learn from books. Sigh. Maybe in the years since I studied this as an undergraduate things have changed with youtube and so-on. But there is nothing quite like talking to a real mathematician. One minute you are asking a question about some little thing you are stuck on, and the next minute the master is levitating and bending spoons! That's when you start to feel the real depth behind the concepts. It doesn't come from books.
I guess it varies from person to person. I don't get much from lectures personally. Just go there to force myself to go through some proofs of major theorems cause otherwise I know I wouldn't.
I don't recall ever asking a lecturer anything. Whenever I'm stuck I like to double down and stare the sheet until I do some progress.
And unlike you, I most definitely don't feel like a genius in class lol.
I'd say the biggest benefit of being in the present year when learning math from a book is the availability of online resources like Stack Exchange where you can ask experts about the material you're learning if you get stuck. It's also nice that most books are available in pdf form so you can pick up multiple books on each subject you learn and easily switch back and forth between them.
