Getting 10%-20% in oratory before starting preaching or diplo work seems to increase the rate at which your skill increases from normal actions. I assume that because the training allows you to be successful more often. My experience is that getting that first little skill boost without the academy is slow going.
And some priests don't have anywhere safe to practice either. Usually I recommend not wasting gold on the academy, but if every preaching results in wounds, then you are better off using gold then being mobbed all the time.
