Lugh actually thought of an explanation of this during the episode. He said that the people of that world were made to not be able to realize that potential, and he is only able to think outside of the "box" because he is an otherworlder.
He's probably far more learned than that. Being a tool for assassination, he didn't really have leisure or down time, so other than the times he is killing someone, he should be honing his mind and skills. He mentioned before that he did infiltrations as well, not just sniping, which is why he knows how to cook. That means he is sort of a jack-of-all-trades on steroids.