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If you do that, then you are really engaged in an artistic endeavor where the fish are just the judges of your efforts. The same might be true for bow hunters who make their own equipment, though the deer aren't judges of the realism so much as evidence of the effectiveness. There are few bow hunters that make their own bows, though, whereas there are lots of fly fishermen that make their own flies.
Aside from that, fly fishermen are still pretty similar to bow hunters. It's the same activity as the general fishermen or hunters, it's just a bit specialized. There's nothing unusual about that, though. For pretty nearly any activity that can be mastered, there are a few people who impose some kind of restriction on it to increase the challenge. A couple examples would be people who do crossword puzzles in pen, and people who play FPS computer games using a self-imposed Dead-is-Dead rule.
