I'm not sure this is true for all fields. Do chess masters have coaches? Do famous novel writers have coaches? Do top scientists have coaches? Maybe some, but it doesn't seem to be a staple.
Novel writing is more subjective - if it were a clearly competitive endeavor with objective rules, I'm sure that the top performers would have coaches as well.
I think this is the critical takeaway. Business and engineering are not "clearly competitive endeavour with objective rules", even though some attempt to make it so.
But the real distinction that jumps out is cardinality. Most of the coached people are individual producers, or members of smaller teams. Not captains of industry.
But even captains of industry tend to have spouses or spiritual advisors or trainers of some sort.