It's the same thing for sports. Even with pain as feedback something happens during sleep that helps you better absorb new lessons. The other thing is that for an athlete learning a new movement pattern they need time to build supporting muscles and perhaps improve mobility.
I was going to make a similar comment but take it a different direction. With sports, just like with music or anything else, you need to understand the context and reasoning behind skills training. A lot of people -- for example, playground ballers -- are awesome basketball players, but they're awesome at 1-on-1 and if you throw them into a structured, officiated game they'll contribute far below their raw abilities. Football is probably even more extreme.
With anything, you need to practice & study with intent, and with almost everything, having a coach/teacher/mentor/guide makes this much, much easier.