Have you noticed that most of these stories, even while untrue, are from OVER A HUNDRED years ago, when the publishing industry was very different?
There are a couple of reasons for this, not the least of which was the Victorian sensibility. People were much more easily shocked and offended. Take that into consideration, and it's not quite so hard to figure out why Delta of Venus had trouble finding a home.
Now, stop to consider what distribution channels must have been like. There were very few (relatively) national presses, and most companies focused on a local market. If a writer lived in your home town, it wouldn't be odd to see them hawking their own book.
Different times, different standards.
On to the creator of another beloved children's series: Peter Rabbit.
Wanna know why publishers originally turned the series down?
Color pictures, particularly in children's books, were very popular at the time, and Peter Rabbit's drawings were in black and white. Not the writing, not the stories themselves - a hot marketing feature was missing. Potter re-created her drawings as color plates, produced 250 copies, and distributed those amongst her loved ones.
After seeing the new images, Frederick and Wayne Company signed the first book, The Tale of Peter Rabbit and Mr. McGregor's Garden, in 1902. By the end of the year, 28,000 copies were in print. Not too shabby, eh?
Beatrix went on to become a full time writer and illustrator of children's books.
This tale is more telling in terms of 'give the publisher what they want' than any self pub stardom - notice there was no wide release until AFTER she signed. And had the illustrations been in color in the first place...
Potter didn't become a household name by self publishing; she did it by both having the talent, and giving the publisher what they wanted in the first place.