Because if it were that easy, everyone would do it and it wouldn't be worth doing any more.
Currently, the extra thought required to training SFs is rather nicely rewarded (over time). I don't actually care what position the extra thought is required, but it is good game design that it is required somewhere and SF actually seems the most sensible position to me.
Also two-position training does not yield half the skill up, that's incorrect. If you want decent estimates on training, search for the Coach Parrot thread, download the spreadsheet and study the calculators.
Although you do have to play your SF trainees at SG and PF, you also can still play them at SF in key games, those are the weeks you train Jump Shot or Outside Shooting with Wingmen training.
I might also suggest a more holisitic approach to training that sees training and tactics as parts of the same equation - and understand that both combined can offer you a better range of available tactics, more favourable mismatches on court at SG, SF and PF that add up to more wins per season for less wages, thus more arena revenue, etc., more profit per week, faster expansion possibilities and so on and so on.
SF training rocks, precisely because it's so bloody awkward that most can't be bothered.