First of all, I would like to point out--AGAIN--that a musician who CAN read sheet music can ALSO play by ear. If anything, because they have a background in music theory, it's easier for them to know without a lot of trial and error what intervals, chord progressions, etc to play in the first place.
Now about "entirely self-taught". Not unless you were grew up on a deserted island as a child surrounded by musical instruments and no radio, television, cd or dvds, mp3 players, etc. Nothing to actually expose you to other people that you can either copy or other musicians who can show you some of the techniques they use to play. So if you "taught yourself" by reading instruction books or watching videos on Youtube, then you are getting basic instruction from somewhere even if the source might be more than a bit dodgy.
As for Vangelis, his parents sent him to a special music school when he was six. He didn't LIKE to read music...doesn't mean they didn't teach him even if he preferred not to bother with it. There are non-traditional learners. On the other hand, you can't point to someone like Vangelis or Paul McCartney (other musician frequently sited for not being able to read music--though there are indications he can more than he lets on having taken piano lessons as an adult) and call them "typical". Typical are people who often have no clue how poorly they play because their teacher (themselves) never pointed out problems with their playing. They often are unable to play with other musicians--sometimes because they only know "their" version of a piece and can't play in any other key or truly improvise because they really don't play by ear as well as they think they do. I can't tell you how frustrating and downright infuriating it is when as a vocal soloist, my "accompanist" can't read my music and I have to sing whatever the heck he can play in whatever fricking key he can play it in! The people who have engaged this fraud usually have no idea that this person can't play because they are amazed that he can play songs that are familiar (and usually very easy without any music.
Another problem with the lack of formal training, especially if you intend to compose music, is that you must rely on others to write it down for you. This includes someone else's collaboration in order to write full orchestrations, choral arrangements, etc. because you CAN'T.
John Williams, another movie soundtrack composer, can do his own orchestrations because he went to a variety of schools (including Juilliard) to study music.
If you're happy with what you've accomplished, then you don't need to take lessons.
However, don't be smug about what you can do because again--any well-trained musician can do what you do--only better.
And for all those that say things like music theory and actually being able read and write musical notes hamper creativity. What?! I don't think imagination can be taught, but it isn't something that is exclusive to the "self taught". It's like saying that you can't write poetry because someone taught you the alphabet.