Imagine all the people who would do the Matrix thing and learn martial arts... Only to gain the wisdom that knowing how to do martial arts doesn't make it any easier when you're fat and out of shape.
I like to think it would be like playing a new game from the beginning vs replaying a game from the beginning and youd still have a big leg up in the knowledge and methodology for training, and a good understanding of the progress you make
I did sports when I was young. I know how to correctly do the exercises, running routines and all that. I'm still not doing it now because all of that knowledge is worth nothing without willpower.
I had gotten to green belt in judo when I was much younger. I still retain that knowledge. It still wouldn't stop my back from going out if I tried to throw someone now and I probably wouldn't win in a sparring match even against a white belt unless they were a child. The point is like GI Joe: knowing is only half the battle.
The Matrix thing is only really useful when you go inside the Matrix, where your limits are your mental strength. Outside the Matrix you're still a weedy little person. Look at when Neo and Bane/Smith fought: it was messy, ugly, and the opposite of choreographed martial arts.
Ironically, the matrix is also the one place where you can negate the need for kung fu because you can just alter reality with your thoughts by simply believing hard enough.
Theoretically, but even Neo, the most powerful RedPill, could only bend the rules. His control over flight, bullets, things warping under stress around him, etc, is as close as he got to altering the virtual reality.
Just like the Agents, you can bend the rules, but you are still bound by them.
And those with motivation and willpower do it the old fashioned way. Plenty of people would jump at the chance to take a shortcut like downloading the knowledge into their brain, only to realize knowledge alone doesn't make one a kung fu master.