Faeron, most of them get injured during matches although there is one that seems to get all his injuries in training, he just came out of injury and immediately picked up another one, again in training. I looked for him in the editor (Kevin Geudens) and he has an injury proneness of 5.
But i wasn't complaining, i can live with injuries, it's part of the game

But i too was wondering what role physios play in this. I can't remember if it was the first FM or the last CM SI did where you could assign physios to your training schedules in order to get less injuries, but i thought it was a good feature.
In FM2007 i read one tip during the processing that said that physios help you to predict how long an injury will take, but apart from that is there any benefit in signing better physios?