For one, it's his Coaches job and he has been training him for nine years, since he was a teenager.
Before Court today he told a Journalist how getting him back on track would be good for him. Personally, I don't see how anyone can really argue with that. If he is granted bail, the only thing he has which can try and take his mind of what has happened and what may happen in the future, is to carry on focusing on training, as its a goal. If he was just to sit around at home all day, possibly in his house where Reeva died, he is only going to make his mind state far worse.