I find this puzzling. Religious caste has no business learning how to fight since it is the job of the warrior caste to do the fighting. Furthermore, Minbari do not kill Minbari. Therefore, there is absolutely no incentive for religious caste to learn fighting for self-defence against fellow Minbari. As for self-defense against alien races, the warrior caste will be there for this task.
Strangely, the military achievements of the religious caste are impressive. The religious caste aided Babylon 5 militarily when the warrior caste was unwilling. Religious caste was even strong enough to oppose the warrior caste in the Minibari Civil war. Lastly, look at Lennier. He fights like a true warrior. Watch his performance at "Lines of Communication", how he escape from the Drakh fire and fought back and destroyed the Drakh ships. It is not logical for trained "pastors" who shun violence to fight as well as the best trained soldiers.