Well once something is compulsory, things get complex.
You can do a Bikeability course now, and it'll help you to ride on the road. But if you made it compulsory - so that nobody could cycle on the road without having attended the course - then you'd need to bring in licencing and whatnot, and then 'cycling without a licence' would need to become an offence. And then we'd have to wear registration plates so we couldn't avoid detection.
It all just piles up in our complicated world.
So as I said originally, compulsory training would have some benefits, but they'd be outweighed by the massive ball-ache that such a scheme would involve.
An alternative idea might be to incentivise training, instead of making it compulsory. For example, VAT could be waived on bikes and equipment if you can produce a certificate to show you've passed a bikeability course.