Boss fight practice uses the dagger. Considered that it's perhaps the single worst weapon, that makes some sense. However, this probably result in the developing of strategies that work when you have the dagger but are disastrous when you don't.
For example, the best thing to do for King Conga 3 seems to be rushing to the center. That probably won't work if I have a whip, however. I don't know; I probably would have to find myself in such a situation in a real game to know just how terribly wrong that plan can go.
Is there a way to change equipment in boss (and miniboss, and enemy) training?