As the title entails, the Endurance Training isn't increasing the health of units; my Knights still have a Level 1 Health of 120 even with 20 points into Endurance Training.
Endurance Training changes the statistics properly and it works in battle. You can see the power of your army go up when you level it up.
But you are right that it doesn't show the changed statistics in the UI for units. You are the first to notice that. We'll definitely fix that for the next demo.