I too was a classically trained pianist with theory included. After going as far as I could go with classical, I then through great fortune hooked up with another teacher who not only classically trained originally as well, but who had spent the better part of 40 years as a big band leader.

He was extremely well versed in ragtime, blues and jazz and he was my epiphony. Through my studies with him throughout my teen years he opened me right up to improvisation and exploration, and I never ever looked back since. (Ironically he was also the same person that schooled me in being able to play Rach's "Prelude In C# Minor!)
The best of all worlds is to be schooled in every style and have theory. The possibilities across the board, are endless for your entire life! Whatever training you have in these areas on one instrument you can then apply to any other instrument as well, especially polyphonic ones.