Humans learn best by experience for the simple reason that we remember from past experiences the best and worst ways to accomplish any particular task we might be encountering at that time. Unlike animals which have only a limited memory, particularly with details and complex procedures or sequences, humans can remember every detail of an event they have encountered in the past, and can outperform their previous attempt at the task through remembered skill.
It is because of this that humans will always learn best through experience rather then by just academic studies or theoretical learning. For example you will learn more about a sport by actually playing it than you ever could through study alone. You will also learn more practical knowledge that can actually be used, rather then things learned in theory that don't carry over well in practice. Because every human is different as well you can learn things specific to you rather than generic knowledge that may work better for some people than for others, which again you wouldn't learn through theoretical studies, but only by experiencing the topic first hand.
The reason we learn better this way is because we have a greater capacity and from an evolutionarily standpoint a greater need to better remember things that are directly affecting us personally. This is the reason why we learn better from experiencing things than we would otherwise. Everything that affects us personally is of greater importance from a survival perspective then things which don't affect us directly, and so when we are learning these are prioritized in terms of being remembered in more detail, as there is a greater chance we will need to recall the events one day in the future to help us to survive the next time we encounter the same situation. These days however where we don't need to remember every situation we are in to survive, this evaluational tool is use to remember any experience, rather then just those that are dangerous.