I figure celebrities probably train martial arts at about the same level as non-celebrities. A small percentage train, of those who train, most do so casually, a few train seriously, and even fewer reach a high-level of accomplishment.
The only thing that makes me roll my eyes is when martial arts instructors with celebrity students make a big deal out of it, as if it somehow validates their instructor credentials. Why would it matter to me if you have students who are actors or singers or politicians? Your martial arts instruction is not what made them famous and successful in their chosen fields. Furthermore, celebrities have no special expertise in discerning great martial arts instruction from crappy martial arts instruction.
Then again, I also don't care when a professional athlete tells me which shoe to wear or beverage to drink, so maybe I'm just out of touch with the zeitgeist.