Maybe we're better off loading the dice so that they pursue other lines of work. They may be good at being government workers. They may want to be government workers. It may be better for society over all if we do not give them preferential treatment in some roles but do in others.

This question obviously only applies to a subset of veterans. There's a civilian analog to many military jobs and the military's training and experience in those fields can stand on its own without preferential treatment for the most part.

A combat veteran may make a good post office manager or a good cop but it's probably better off for everyone if he's only given preferential treatment in the latter role.