As far as I know:

If a player skill has a green star next to it, that skill will increase normally when trained.

If the star is yellow, that skill can increase but it also may not and instead roll back like yours has.

My memory sucks but I think the limits depend on player talent, something like:

3.5* talent - skills green up to 17, yellow from 18-20.
4* talent - skills green up to 18, yelow from 19-20.

Thanks! It's clear in the rules!
Maybe I forgot or never pay enough attention