Difference between controllers and Cad/Cam programming???

I am new to CNC machining so my question might be stupid.

But please can anyone clear my confusion.

I learned heidenhain control programming and I can mill most of basic things using VMC 500. However I don't get one thing. Why do anyone learn control programming (heidenhain, Fanus or any other) if the job can be done using CAD/CAM softwares which automatically converts the parts into heidenhain or other controllers file. Which is way easier and one can make very complex shapes without writing thousands of lines of coding in heidenhain control. Does this means that I wasted my 900 pounds on 5 days training of control programming? :cry: