Why are people so against resigning before you have another offer in hand?

Hey grapeviners, a data analyst this side (2 yoe). I aim to pivot into software engineering roles in the near future and that's what I do in my free time - prepare. I recently realized how much time I'll have on my hands if I start devoting my entire day to my studies and preparation - which includes building a project and studying advanced DSA. I can do this by resigning at my current job and then try to go all in on my "mission: domain change", and I definitely am okay to sit at home and put 3 months on this but nobody I discuss this with, advises me to quit my job for upskilling (or cross-skilling in this case). Most advice I get is to do this WITH my current job even if it takes longer to do so. I don't understand this - what will go so wrong if I resign and invest in myself? I am well aware of the market situation rn for engineers and even understand that before you make these decisions, it is important to have a financial as well as mental runway. I am sorted on the financial runway part and for the mental runway - I think I'll enjoy the time off and having the liberty to architect my own day makes me drool already. I want to have the whole day to myself to learn backend, solve DSA questions, hit the gym, make meaningful and large chunks of progress daily. That's what I aspire to do post my notice period and I confidently believe in my abilities to do so, but I've been bogged down by all the advice I've got till now. Am I stupid enough to believe in myself and think 3-4* months without a job is a boon for me in the long run than a bane? Am I stupid enough to believe that 3-4* months of working on myself will change me? Am I blind eyed by something or am I being plain delusional? I use 3-4 months coz that's what I think realistically will be enough for me to upskill, be interview ready and get a new job. And this time frame I've considered after a 2 month NP. Thanks for reading if you've till now! 🙏 Any thoughts are welcome. Cheers!