It's tough grind as a tennis player. Only the top say 150 make any money from it. The constant travelling from country to country might sound glamorous but after a while I am sure it can get pretty lonely as well which is why the top stars have big entourages. Plus the need to always win in tennis being one of the few sports where you can't draw; only win or
Lose means only the toughest mentally sustain their time at the top.
The Top stars will probably have a PR consultant to refer to, but lower down I very much doubt they will get media training. Through lack of time and they have to pay for their other expenses which take priority. Maybe there is a media officer for to give them some protection on the press conferences and to give them a 5/10 minute talk beforehand if needed but they are there hired by the tournaments, I would think.
I don't think it's Naomi's lack of media training for these press conferences rather she is dealing with a mental illness and the thought of her doing the press conferences brings about the "waves of anxiety" which triggers her depression. She needs support/treatment for the illness first before any training on how or what to say in these press conferences. That's the issue for me.