PHB does make a point. Dilbert might be an expert on his field. But lacks on many other fields specially on the social one. The coaching might as be about dealing with people.
I remember not so ago when PHB tricked Dilbert into paying for his own training. At least on social engineering field, while being not an expert, PHB is above Dilbert. Wally, on the other hand, has transcended the whole office on this field.
Sometimes the boss will act as if they are an expert and tell you that you are doing it wrong or not fast enough.
To be able to know if someone is doing it wrong, you need a basic idea of what they are doing in the first place and why your method is better than theirs.
It still doesn't stop some bosses throwing that line in. To which, the reply is "show me"