Hmm, I don't really see why captains would train prior to Ichigo invading and Aizen and company going rogue. Unless you're like the 11th division whose sole purpose is to fight anyway.
Captains are at the highest of the shinigami ladder. A shinigami's role is to keep the balance between the living world and theirs, and purify pluses/humans/hollows. Shinigami are trained to do that, and at a captain's level, they have far surpassed that. If there is nothing but peace, why would captains need to train? They only need to stay sharp and be satisfied with the position they're in. That just makes sense.
Someone like Soifon, because they are like black ops or whatever, that also makes sense. But that's her doing her job and overseeing that division. That's not her training to reach new heights or anything. The captains got a wake up call when Ichigo intruded and did something unprecedented and unseen for a long ass time.
I thought weve seen Hitsugaya train (when he went to that cave) as well as Byakuya?
The times that we were shown Hitsugaya and Byakuya training were
before they were captains.
They trainen bro.
Awesome quote
-Byakuya Kuchiki
This is a philosophy. Not to mention, as DTL said, Byakuya actually was one of the few people we saw train. But this was prior to him becoming a captain, and we know that before he became a captain, he was of a Royal house that probably brought him up to have such a philosophy. If one is no longer expecting battle, why would he train if he has reached the position he has trained for.
I'm sure they "stay sharp," but until the peace was fucked with, I doubt they trained hardcore to reach a new pinnacle when the captains are already at the top of the ladder.
Also, this quote is just to show why Byakuya defeating Tsukishima was just badass anyway.