It seems intuitive that this would be how it started, goopy little bubbles filled with goo, just barely keeping out the other goo that would disrupt it.

Literally all the organisms we know about make all the membranes they use by adding to an existing membrane, not fetching them from out of their environment. And really, why should they?

Finally: a soap bubble film has air on both sides, and water solution between, and is thus the opposite of any membrane in a cell, which has water on both sides and glyceride in between.