I guess there's a few reasons why. A big reason for learning history is learning from exceptional events, and wars are exceptional. Learning how to avoid them (if possible) and win them (if necessary) isn't something you want each generation to learn by trial and error.

Also, wars are kind of interesting. A good guy (us) and bad guy (them) is a fail-proof way to make a story mildly interesting.

I guess there's other lessons we should learn from history (as opposed to trial and error, or observation). Political systems are a good one - there's things we could learn from the Greeks which could apply today (like sortition, as a way to stop career politicians getting too powerful, but still giving the decision makers enough power that they have an incentive to properly study the issue). We could also learn about dealing with natural disasters, resource exploitation, and the history of moral panics.