MacBook Pro from 2014 has Internet Recovery in its ROM. It NEVER used an Installer/Utilities DVD. The MacOS versions it could run are only available by download.
Also, you can not ERASE the drive your Mac is booted from, so-called "cutting off the branch you are standing on."
Instead, Invoking Internet Recovery expands 'MacOS Base System' (a stripped-down disk-image saved in its Boot ROM), and creates as many as 30 RAM risks to store temporary files. Internet Recovery is perfectly capable of erasing and re-installing MacOS.
How to reinstall macOS - Apple Support