'Name level' characters in AD&D (9th+ in the case of fighters) don't need to "train" in the same manner as low level characters (i.e. they don't need an instructor); they just need to spend a couple weeks of downtime and delete a few thousand g.p. -- and considering that each Conan story tends to begin several months after the previous one ended with whatever fortune Conan gained in that story having completely evaporated, neither of those requirements seems particularly out of character.
But it doesn't really matter either way because AD&D isn't meant to serve as a model/recreation of the Conan stories, either in specifics or in general. Rather, it's a GAME that just happens to be based on the sword & sorcery genre as exemplified by Howard's Conan stories. To claim that a rule in a game is bad because it doesn't accurately portray the content of a story is to ignore this very fundamental difference. While they might share some superficial similarities (in terms of genre, setting, and so forth) fiction and games are two completely different media each with their own sets of rules and expectations, and there's no reason to expect that what works for one must necessarily work for the other -- a story based on the action of a game of Monopoly or Chess would likely be a pretty bad story, and likewise reenacting the plot of Middlemarch wouldn't make for a very fun game (at least to me). I'd think this distinction would be self-evident, but alas it seems to be lost on an awful lot of people.
But it doesn't really matter either way because AD&D isn't meant to serve as a model/recreation of the Conan stories, either in specifics or in general. Rather, it's a GAME that just happens to be based on the sword & sorcery genre as exemplified by Howard's Conan stories. To claim that a rule in a game is bad because it doesn't accurately portray the content of a story is to ignore this very fundamental difference. While they might share some superficial similarities (in terms of genre, setting, and so forth) fiction and games are two completely different media each with their own sets of rules and expectations, and there's no reason to expect that what works for one must necessarily work for the other -- a story based on the action of a game of Monopoly or Chess would likely be a pretty bad story, and likewise reenacting the plot of Middlemarch wouldn't make for a very fun game (at least to me). I'd think this distinction would be self-evident, but alas it seems to be lost on an awful lot of people.