As mentioned before it will make training slower in the long run. In addition to this it is also a "penalty" of some sort that the salary of your player will be a lot higher due to one (or maybe two) high skills, compared to more skills with similar levels and the same amount of total skill points.
Of course it's not a problem if one skill is a few levels higher (if it is needed in order to get the competitive advantage over opponents players), but in general training is most effective is you rotate your regime.