It’s the culture.
Wherever it is that your characters are, the cultural expectation is that military commanders lead from the front. That doesn’t mean they have to be in every single battle personally—they can order army A to fight in one place under a subordinate while they stay with army B—but a commander who rarely or never gets into the thick of the fight themselves quickly loses respect, prestige, and authority.
This has precedent:
- Feudal nobility were basically glorified warlords: they were the warrior rank of society, raised from childhood both to fight and to rule. As well as the social standing to command others, the nobility were the ones with the training (and wealth) to become elite warriors, and the chivalric obligation to protect the people. (While the ideal and the reality may have diverged in this respect, in a game you run you can say that the expectations are very much upheld in practice!)
- Buccaneers followed strong and active leaders. They weren’t a conventional military (though they certainly took on some of its functions in the era of privateering), and so they lacked any social or legal pressure to risk their lives for commanders who weren’t proven willing to do the same.
- Legendary and fictional military leaders frequently possess personal skill at arms too—it’s part of the hero gig, and can be an aspect of a dreaded (or respected) villain too. Achilles was the mightiest Greek warrior and leader of the Myrmidons. Robin Hood was the best archer of the Merry Men. Conan found statecraft boring, but people followed a king who could slay twenty-odd conspirators hand-to-hand. Faramir personally led Gondor’s most daring defensive actions, even while his father espoused the wisdom of leading from the rear (and he made sure people knew he was still able and willing to fight; it just wasn’t the best strategy).
- D&D characters are particularly well suited to modelling this kind of hero: the best, most experienced, most skilled at anything are also more powerful in personal combat.