Frustrated with school

I’m in a Master’s program for data science and I admit sometimes it frustrates me because I feel like I’m learning the theory more than the applicable skills. I’ll get tutoring on the side to help learn the right Syntaxes for coding, and these guys just know it. I often wonder if trying to break into this field is even worth it considering it’s over-saturated for some reason. I guess my question is do you learn more on the job or are you kind of expected to walk onto a job and just know how to do it all? I feel like I would need more training and a degree is just not enough. I also know that even “entry” level positions want you to have 2+ years experience. Kinda feels like this degree isn’t worth much.

Any advice or guidance would be helpful. Thank you.