Harry didn’t want to learn occlumency. Period. He wanted to see what was behind the door.
The only person that could have taught him occlumency imo, would have been Dumbledore. Dumbledore admitted it was his mistake for not telling Harry why it was so important to learn it because of what he feared Voldemort might try to do (which V consequently did do.)
But, in the end, he did learn it, and furthermore, learned how to peek out from behind it. Crucial plot points....