I am also self-taught, and have only been quilting for a couple of years. I quilt because I enjoy it, not to enter quilt shows or sell quilts, or anything like that.
It sounds like you aren't having any fun in the class, and if it were me, because I do this as a hobby not for a living, I wouldn't continue. Life's too short to have the fun taken out of something you enjoy.
Now, if you have aspirations of entering quilt shows and the monthly class teaches you techniques that are judged at shows, that might be a reason to continue, but with the understanding that you're doing it for those times you would be quilting for the judges, not yourself.