Centaurus,
You are absolutely right. It used to be that this training had to be done on the real aircraft for all new captains on command courses, with co-pilots only having to do it in the simulator. A four hour base training detail on a 707, teaching and checking out a bunch of new captains on cross-wind landings, was hard work. As the trainer, sometimes, one had to collect up some rather interesting situations before it all got out of hand - pod scrapes were frowned upon.
Gradually, as simulators improved this was all transferred to the box - and a good thing too! The training was better and much safer. In the simulator, as you say, it is only the last part of the approach and landing that needs to be taught, and there is time to analyse what trainees are doing which gives a much better understanding of the technique.
But, unless one is in good hand flying practice, cross-wind landings can be quite a challange.