That is my guess only. In the case that the skill-point value is 0, it is imperative that the skill-point value will be incremented.
However, this only applies to Hero abilities which the unit has. As for all other abilities not natively owned by the Hero, the direct manipulation of the level is possible.
Upon a closer look, it is likely that the desired effect is to add the ability (Train) to the Hero, and increment it later on. In the case where that ability isn't a native Hero ability for the unit, attempting to add it via learn ability won't work.