Why do football teams have coaches? After all, most of the coaches are too old to be much use on the field.
So I think the answer to the question is that 2 heads are better than one. The coach is not teaching the player how to play, but giving them the benefit of their own analysis of opponents.
If these players are so good, why do they have coaches? And if the coaches are capable of training a grandmaster, then why aren't the coaches themselves grandmasters (I know some are, such as Kasparov)?