I don't think you need to have been a shop guy to build a bicycle, but I can't imagine wanting to be a "Custom Bicycle Builder" (designer, customer service, sales, fab, etc) without having done it.
It helps a lot with having a more rounded idea of the bicycle I think - frames are lovely, and one of the areas where it is possible to craft the part from raw materials (you'd never custom-machine a derailleur), but at the bottom of it a frame is just a component of the whole bicycle. I've worked on frame projects (like the Paper Bicycle city bike) where in the final bike the saddle cost more than the frame.

At least in the old days, very few people woke up and said "I'm going to be a framebuilder" - they already had shops, and decided for one or several reasons to start making their own frames. Either to meet a local need, to have more control of the product and pricing, or simply because it's sometimes handy to be able to stick bits of metal together to fit a rack or a brake.