I don't need coaching - I'm very self-aware.
I don't need coaching - I am a top-performer, there's nothing wrong with me.
I don't need coaching - It sounds like a load of wishy washy nonsense to me.
Three people, three reasons. And each one of them, after signing up to coaching, has come away with a completely different view. Not that they need coaching, but that they can hugely profit from it. They can learn, they can explore new avenues, they can develop new perspectives, they can rediscover their enjoyment - they can grow.
In my mind, someone who says they don't need coaching is in responding to the wrong question. The question should not be "do you need coaching?", it is rather "how would you like to invest in increasing your potential, or improving your performance?"
For that is what coaching does, no matter how self-aware you are, how good a performer you are, or how hard-bitten you are.