Without a doubt, cats are made to clean themselves. Have you seen those little barbs on their tongue that makes it feel like sandpaper? These serve to make their tongue function like a brush, which allows them to remove all the extra hair, dirt, and eventual fleas in their coat.
Cats also spend a lot of their daily routine grooming themselves, and this is one of the most important signs that they are healthy. A cat giving itself a bath is a happy cat.
All of this means that, indeed, most cats do not need to be bathed more than under very specific circumstances. Especially considering the fact that very few cats enjoy water and baths can be a very stressful experience for both the cat that's being bathed and the human who is trying to bathe them...