They train to become stronger, learn more knowledges, live longer.
If you say the sage is dumb then the athlete must be beyond hope. They train day and night just to become a little healthy, a bit strong and live a bit longer. Why train, they will die eventually, right ?
Let's take a look at athletes, both amateur and professional.
Amateur athletes train to be more healthy, or look more attractive to the members of the preferred gender, or so they can beat the others at the country club, or to relieve stress, or as an excuse to get out of the house, or etc. Lots of reason. Probably as many reasons as there are people. However, when they are done training, they re-enter normal interaction with the world. Family, work, pets, chores, social obligations, studying, hooking up, whatever. They train, occasionally, but most of their lives are spend as part of their social and economic framework. Normal amateur athletes don't have the time, inclination, or even ability to do push-ups for nine weeks straight until they no longer need to eat, breath, sleep, or poop. It doesn't happen, period.
Pro athletes are like amateur athletes with one difference. They get paid to train (or at least try to get paid to train). All the additional training can come at the expense of some of the stuff amateur athletes do because it is their job. They get compensated for their efforts. It's like wondering why scientists spend all that time reading journals and doing experiments. And even paid professionals don't work 24/7/365.
Sages, however are preposterous. They spend all their time training, for centuries at a time, without doing anything else, as so that they can have a big fight every 500 years or so, in which they have a good chance dying, because the other sage brought special Sage Bazookas. And they spend nearly zero time interacting with the world they live in. Really, they would do the world a massive favor by creating a Sage Continent on the other side of the world where they could train constantly, and every 200 years they cold have a Sage Olympics where about a third of the contestants would die horrible deaths. After about 1000 years, there would only be one left, training to split himself in two so that he would have someone to beat to death.
This is why sages are stupid. It's not good for anything, and they occasionally wipe out a nation of innocent bystanders. The only reason our protagonist isn't irredeemable is because his master told him to go be less of a moron until the child grows up. And now that has gone off the rails because he's started a new child and hell have to take a couple of extra decades throttling back to only be a part-time moron.
To be fair, most fiction falls apart if you examine it too closely, but this is something that completely collapses when you ask a sensible question or two.