And apart from the bit higher attrition, I doubt that there is a disadvantage IN GAME by getting caught in a training exercise. Unless training also lowers ORG, it doesn't matter if your troops are doing push ups while being attacked.
It should have an adverse effect on ORG in my opinion. Your troops will be out of position, they will be confused as to whether the attack is part of the exercise or not, etc.
Again, I really don't see the problem with creating a training group away from borders and moving divisions to and from it. The German player did it during the stream with very little micro required.
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