Disclaimer: usual disclaimer applies
Patrick Jane wasn't good with lessons. If he wanted to learn something he would. In some cases, from books. Sometimes talking with key authorities and studying their work. But more often than not, from experience. The 'what happens if' school.
Sure, it could be dangerous. But, with his insight and manipulative skills, he could usually come out ahead. That was part of the thrill of the CBI. Criminals were a more varied and challenging lot than the general public.
And when he couldn't. That's when he let his dear partner take over. Beauty, brawn and skilled in ballistics!