No, NNUE doesn't necessarily need tablebases and Leela uses tablebases too. The difference is that their network architecture are different and their search algos are different.
AlphaZero and co only trained via self-play because that was their research goal, and they looked unwinnable because they were the first to get this kind of neural net working, but it doesn't seem like it's the best option.
AZ notably got completely tilted once it started losing, doesn't necessarily recognize strange positions you can't normally get into, and doesn't care about its win margin at all.
It makes sense. They're both open source programs working towards better understanding of chess. There are actually a few people who develop for both. They are obviously very different types of engines, but they are much closer to friendly rivals than enemies.