I'm a pretty good cook (or mediocre, at least) and I've learned exclusively from experience. So, there you go.
The point in Skyrim (as many have pointed out) is just that: learning from experience. As people actually do in real life, all around you.
Your argument doesn't hold water since it describes a system where you literally learn from "thin air" (Fallout) as more "immersive" as one where you actually learn from experience (as in Skyirm, and real-life).
You say you want to train. So train. You can do that in Skyrim, too, you know.
Lol cooking is non-competitive, there is no real consequence for taking a trial and error approach. Ever taken part in a combat sport? Rugby? Any competitive sport where entering the fray and basing your learning on trial and error can result in serious injury?
Learning from experience is almost entirely knowledge based, and that is what the player learns when dealing with different enemy types; we learn how to kill dragons, how to kill soldier, how to kill bears etc.. learning how to deal with something doesn't make you better at using a sword, it makes you better at dealing specifically with that enemy, which is what you personally gain from that anyway.
Again, I didn't say that learning out of thin air was realistic or immersive, I said that learning in advance of doing is more realistic. You're another person trying to argue against things which simply weren't said. In fact, I didn't mention immersion in support of my argument at all, only that learning in advance of doing is simply more realistic.