They have taste for sure and an ear for a blues lick, but they don't know formal theory. It's like how my cat understands gravity but has no awareness of formal gravitational theory or the maths involved.
Except that Jimi Hendrix definitely knew music theory, no idea why you'd think he didn't. He had a great understanding of what he was playing.
The cat is a bad analogy. A better one for me would be like a mathematician that does a contribution to the field without formal education. Would you say they don't know any mathematics if they invented their own nomenclature?