There are very, very few major human habitations on modern Earth that are truly self-supporting, so maybe that won't turn out to be that critical.

As you point out, you can only take the parallels between colonies in Earth's past and colonies in space so far. Wherever you go on Earth, at least there's air, and at least some water. If you plant something, you can make it grow, and there are things to eat in the wild. Unless technology gets a lot more advanced (nanotech that can "grow" a shelter on rock or something) you probably aren't going to find the space equivalent of Conestoga wagons.

Completely self-sustaining individual colonies in space might be rare, but a space civilization that is, as a whole, self-sustaining might come sooner. If you mine ice from the Moon to give an asteroid station volatiles, the asteroid station isn't technically self-sustaining, but you are at least free of Earth and its huge gravity well.

I don't know how far along things would have to go before it's cheaper to make spacesuit faceplates on Mars than it would be to ship them from Earth. A long ways, I think.

I suspect that any space transportation/propulsion system capable of moving entire factories and production facility out into space would lend itself quite well to simply shipping product from Earth.