I have heard that they do so I take that into consideration when hiring. If two Bench coaches are their major attribute equal, say 90, and one has a higher pitching skill than the other and I need that 'added' on to my pitching coaches total, I hire him.
It isn't a major consideration over the main skill set I am hiring for, but I do check it out. I typically slant secondary skills to pitching, and all of my teams are consistently in the top 5 in their worlds, if not the top slot. Does it work? I have no way of verifying it so who knows.