Fluff wise, it doesn't make sense. A fighter is more proficient at con saves than a wizard because a fighter has lead a physically demanding life that has inured him to tough conditions, whereas the Wizard likely hasn't. On the other hand, the Wizard has experience in buckling down and enforcing mental self-discipline in the face of exhaustion and confusion, while the fighter hasn't had as much experience having to do that.
That doesn't really fit with the swords & sorcery genre that this campaign is running in - REH wizards tend to be physically fit, while Conan type warriors have plenty of mental discipline - the variation in stat mods between -1 (8) and +5 (20) seems quite enough to me. Anyway Proficiency is mostly adventuring experience, not pre-game training.