I do not believe there is another profession that exists where you must pay a very very large amount of money just to get into a position were you can apply for a job
Investment banking - up to $80,000 p.a. for an MBA - very few sponsorships
Law - GBP 20k p.a. for BPP law school - half of class is unsponsored
Medicine (in the U.S.) - undergrad and postgrad all funded by self - no guarantee of a job.
Jobs requiring Masters' degrees - many to mention and few are sponsored: chartered surveyor etc.
I could go on, but the statement made by the OP is simply untrue.