Aeshma
[10] Knight
Well, where they got their fighting style matters, at least for Pyrrha. It gives a hint of what happened to the other characters. And their fighting styles are too similar so someone had to teach her, so it is important.
While Pyrrha´s background and circumstances are certainly different and direr than those her of immediate family, I don´t think you´re supposed to give much thought to where she learn how to fight. You can expect the writers to make a point of where she got her weapons, though.