Each country has its own style of training for their military. Different military cultures, different customs, different people, and different motivations. There are multiple branches, each with their own unique roles and training styles. Some countries have mandatory enlistment, while others like the United States is purely voluntary and quite selective.
Regardless, units that go through a rigid selection process and training are often more physically capable than the ‘normal’ branches. This is like special forces versus regular army. In regards to hand to hand combat, most military members are not thoroughly trained in martial arts, learning just the bare minimum unless they choose to pursue it.