There's a tie between the two which is undeniable, but is not, nor should it be, close.
The world of a soldier is much more full of absolutes, than that of the martial artist. A martial artist can, in too many disciplines, fall into deep self-deception. Too many buy into the high-wire world of Hong Kong cinema, and mistake it for reality. A soldier in self-deception is at Abu Ghraib, or simply a casualty. Frankly, soldiers tend to have more than their share of bad luck, in badly planned circumstances...
The best words penned about martial arts study came from Guy Forsyth, one of the more interesting people I have ever crossed hands with (along with his buddy Eric Schimmel, yeah I remember you- stop Googling yourself, you'll go blind!) "turning myth, into muscle memory".
The martial artists who sign up for UFC are not exposed to IEDs, sniper fire and suicide bombers.
It's an absurd assumption to think that modern martial arts training, in all its McDojo strip mall glory, prepares most people to do more than get some exercise and do parlor tricks. If I want to break concrete, I'll use a sledgehammer. If I need to stop a person, I'll use CS & cayenne, gunpowder, or, hey, look, concrete! Anybody have a 50cal they're not using? that takes care of both. Concrete, people, government buildings.. It's all good!
Very rarely, in modern martial arts, is there any kind of pure focus.
It's hard to talk about what I mean. I don't mean fighting, I don't mean combat. Not friendly UFC poundings and backslappings. I mean a pure focus on the art. Not who does the art. Not on win and lose. Not on the details.. though, especially in Japanese kata, the passion does live in the details.. it's a kind of "method budo" where you physically and spiritually "swallow whole" what your instructor has given you.
And you embody it.
The military folks have to embody that spirit from day one. They don't get to go home from the dojo, either. People make it, or they don't. There's a lot of pressure, these days, to keep the folks they can get, in the military, but it's nothing like a dojo relying on contracts to pay the bills. There are some points for "good citizenship" but the values are based on a kind of reality most of us never have to deal with. The context is so different.. military service is voluntary, if you can afford college. For many, it's a way out, a way up. Otherwise they are stuck in Puerto Rico or American barrios, in the American Southeast, in that vast gulf between too poor to care, and too rich for the government to bother helping you go to college or vocational school.
It's the difference between "good dojo in the area" and "have a career and a future". It's the difference between health insurance and retirement, or welfare, waiting tables and stocking groceries. Not that there aren't plenty of budoka in dumbass dead end jobs.. hey, it's the American way!
If it meant that there would be some kind of universal chance at a college education, I would be in favor of military, or "Peace Corps" type service for everyone.
If you're thinking about training in a martial art, it means you have the time and resources to do so.
If you are lucky enough to be able to train, then just train and be grateful.
I try very hard to be.