....what I am missing?

If I have training courses and employees, I know that each employee attends
many training courses and each course is attended by many employees. That I
can understand.

If I set up a "1:n" relationship between "employee" and "course" I will know
by DEFAULT who attended what course. Since I am assuming that this is the
purpose of having a "1:n" relationship between "course" and "employee"
doesn't this make the 2nd relationship completely redundant?

I could be entirely wrong ... *sigh!*