Neh. Even if you can sustain yourself, better to look for jobs while you have a job. Companies will think they can give you a lower offer if you aren't currently employed. Sure you can negotiate up, but better to start with a better hand.

I think the point is that even if OP can sustain themselves, leaving before having a new job lined up will likely negatively impact their chances for their next job. So unless they can sustain themselves indefinitely (unlikely, else why would they have a job now), lining up a new job before leaving seems like good advice.