PHB does make a point. Dilbert might be an expert on his field. But lacks on many other fields specially on the social one. The coaching might as be about dealing with people.
I remember not so ago when PHB tricked Dilbert into paying for his own training. At least on social engineering field, while being not an expert, PHB is above Dilbert. Wally, on the other hand, has transcended the whole office on this field.