Math itself is a tool for solving problems. A "math problem" (the generalization) is a form of problem which is described by the method associated with solving it. The problem: "I have $100. How many $4 jars of jelly can I buy?", which is represented by 100 = 4x, can be called a math problem. The problem is solved by math, 100 = 4x, then 25 = x, so I can buy 25 jars of jelly.
The other 'math problem' can be something in math which is not explained or fully understood, or proven, or any combination of the 3. For example, a 'math problem' (better called a "problem in math") would be: "How many twin primes are there?" This is a 'problem' because the answer is not yet known. There are believed to be infinitely many, but its not certain to be the case.
Ultimately, math is to be used by you. A math problem is a problem of itself. A math problem is really your problem, which happens to be described by math.
So, the reason a math probelm can't solve itself, is because it is not its own. It's yours. That's why you solve the math problem, because it is your problem.