I have often thougth the same thing. In fact, almost all homebrew PrCs have that entry as "no additional weapon / armor proficiences gained"
However, as I started to type this response, I thought of _one_ possible reason.
A young (but poor) boy from the city is seen to have great reflexes, a good mind, and steady hand. (among other various requirements). However, given his low economic status, he has never been able to afford (and therefore train with) a composite long bow (or some other martial weapon).
A member of the King's royal guard spots this kid and notices the potential. Although he is untrained, the guard sponsers the kid into the elite group of guards.
He is accepted based on his potential (and meeting of other requirements). The first thing they do is teach him practice with various martial weapons and armor thus learning him that set of feats.
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From another perspective, the same could be asked of wizard proficiences. The (sterotypical) mage is off being apprenticed to some big wizard in a tower learning from a book... yet, the day he is able to cast his first cantrip he is able to use a dagger and other such things with proficiency?
One could argue that for the core classes, the proficiency not only represents what they learn that day but also what they grew up learning/etc.
If you extend that logic to PrCs, you could say that during the course of doing whatever necessary to join said PrC, you also start to train yourself with weapons. And, upon joining the class, this training becomes "official" (yeah, I know, a stretch)
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Bottom line: while I do agree with you, I am just making a guess that it is there to catch the extreme cases of those who have the potential to be great with said weapon (and meet the prereqs) but never had the opportunity to formally train in said weapon (or armor, or whatever).