I think this is a total misnomer.
Everything is taught. Entrepreneurship is taught. So is art, music, sports, soft skills.
Some people are autodidacts- they learn from doing and they learn early so it appears that they were "born" with it but if you took 3 yr old Steve Jobs and put him on a desert island- he wouldn't have become the greatest pitch man of all time.
Most top MBA programs have excellent entrepreneurship programs.
You can learn so much online from a staggering large number of sites.
You can learn from mentors, competitors, your employees. From books, videos, walking down the street. You can learn and be taught and you can teach entrepreneurship.
This is the Growth mentality. See the book "Mindset" by Carol Dweck. http://amzn.com/0345472322
People think you have to be a natural because people are afraid of failure, afraid of commitment and being in it for the long run regardless of how many setback and disappointments you might have. They are afraid to try and get confirmation that they weren't good enough (but really- they just weren't good enough right then- given all the conditions of the world to include luck).
The problem with MBA programs is they saddle you with debt. This does two things.
1. It gives you an easy road to a corporate career. They accounting and finance you learned is applicable to a company with profits, stable cash flows, known fixed costs, accurate forecasting...That's not a startup.
2. It saddles you with debt (generally). That makes taking a risk much, much more scary. It also means that if you fail once- you probably need to get a job- instead of living on someone's couch and continuing to try, fail, learn, iterate. You can't default on this debt. I suggest moving to Thailand or Vietnam and pursuing your business passions.
So, absolutely you can learn Entrepreneurship in a formal setting. An MBA allows you to raise money. It earns people's trust. It gives you rigorous, critical thinking skills and the ability to plan.
Everything is a sample size of one. It doesn't matter if an MBA is good for others or not. Is it good for you? Is the school right? The path right? The time right? Your head right? Your motivation right? Will you keep trying? If so, you'll make it and you'll be able to point back at all the things you learned from your MBA that helped you- or your mentors, competition, books, etc.
Good luck. Commit to climbing the mountain. It's steep, but the view is worth it.