I can only say that, from my understanding, knights of middle age Europe were warriors, trained to fight from a young age and did fight in battles. Weather or not a knight fought had more to do with his position than his "class" I am guessing. A King, General or Marshal would be more likely to hang back and direct their army or armies. Most knights, I imagine, fought.
Game wise, I would imagine that the Hero is one who seeks the most dangerous, most critical part of the battle he can reach in an attempt to tip the scales and just plain be awesome. Other knights would be present in the battle but more likely to just deal with what comes their way.
I mean how much leading will a troop leader really be capable of once his unit has met the enemy in battle? Sure, a troop leader has lines up his men, set the pace toward the enemy, watches/listens for command signals from his marshal as best he can through the fight, and calls the retreat when necessary. Most of the "leading" a troop leader does comes to an end once the armies collide.
Beyond that, I imagine wars are a tangled, unpredictable thing and I am pretty sure there is a reason why knights went to battle wearing Armour and brandishing weapons. When knights trained and even at tournaments, the focus was often on staying alive while killing or capturing your enemy.
I can not imagine a knight could participate in a dozen battles without also having to engage directly with the enemy a majority of the time. A Warrior doing his job will be fighting.
