When the grandmaster is alive, Sigurd can probably learn management from him. It's not like the grandmaster himself just know how to do management from birth, people need learn and experience it first, so just plain out refusing is probably not good since I assume he'll get better pay and privilege.Honestly, Sigurd was in the right. The best fighter in the group isn't necessarily going to be a good leader. It's the Peter Principle: an employee who's good at their job will get promoted to a new job requiring new skills, and they'll keep getting promoted until they reach a position where they don't have the required skills.
Also, the knightess looks like this member of the organization, so maybe we're also seeing the backstory of an unexplored character.