It says on the wiki that all TLs benefit from jousting and sword fighting while commanding cavalry and infantry respectively.
This makes sense, as a commander who is knowledgeable on methods of fighting would be better able to make informed tactical and strategic decisions when it comes to those methods of fighting. Battlefield theory is all well and good, but hands on experience is necessary as well. That is why Fredrick the Great personally served as a gunner in the Prussian army, prior to his becoming general.
