Are some remotes limited in terms of "learning memory?"
yes.
I see so many messages referring to remotes with "code databases" with 2,000 or so components that I am wondering if my learning every button (which has always been successful on the Prontos) is a legitimate way to set things up on various "other" remote brands
that question is too general. A good code database should make a remote easier. Even for the Pronto (if I am not mistaken) if you use the default layout all you need to do is tell it the device and it presets all codes on each button. On the other hand everyone uses custom UIs so it takes just as long to learn as it does to set each DB code on each button.
For example on my Harmony, I just used the on-line DB and picked similar model equipment, it was fast and painless and it was easy to change the codes afterward. On the other hand all the codes in the DB are learnt codes by someone else and some people like to do the teaching because you never know the quality of the other persons work. On the other hand on the MX-500 I know many people pick a pseudo device that has no codes in it just to do learning because reorganizing buttons for devices is harder then teaching all the codes