And many others. It is the habit of most Guard Units to also be amongst the best in their nation/state's military.

Praetorians:
From the Scipiones to Augustus Praetorians was a small elite guard picked from each army by its commander to guard his tent, the "praetorium". They were picked from the ranks and were the the best, bravest and most loyal of the soldiers. They were generally exempt from standard camp duties, their only duty being to guard the general. It may sometimes have been an entire cohort.
Caesar supplemented his with a guard of Batavians if I recall correctly.

Augustus, being more a politician than a general, percieved the need for a constant loyal guard around his person. He thus created the Praetorian guard as we know it, recruited from the various provincial legions and deserving youths from the Italian Provinces and kept in garissions around- later in- Rome. Recruitment was later extended to other provinces.

Service in the guard was an honored position, and was considered elite status for a soldier. And the Praetorians often went on campaign with the Emperor. As the Empire pursued a "Preclusive Security" strategy (all enemies checked beyond or at the border) deep Barbarian penetrations were unopposed beyond the Limes, it could often fall upon the imperial guard to secure the interior empire. They also accompanied those emperors who functioned as generals while on campaign, and parts could go with the Son/Heir when he campaigned- as seen with Germanicus.Trajan and Marcus Aurelius both used them extensively, and the Praetorians certainly were involved in heavy action.

Being extempted from normal camp duty such as digging latrinnes, etc; the Praetorians would, by all evidence, instead devote their time to training and as vegetius says and the LLE does "Hard training gives easy fights, easy training gives hard fights". There is nothing to indicate your position CW; that Praetorians should be lazy, pampered parade-ground soldiers. When choosing to fight they acquitted themselves well. And in general, they seem to have been a positive force for the Empire and its stability for at least the first two centuries of their existance until the period of nefarity where they basically auctioned the Empire, but apart from that the emperors they took out or allowed to be taken out were the weak and/or unpopular ones while the strong and popular ones were supported. Further, the Praetorians could generally keep the Roman mob in check when necessary and thus protect the Emperor against the sort of mob rule that often dominated the Late Republic.

I wonder where you got the impression they were weak, lazy and pa,pered?

In any case, I believe I hit the nail on the head- armour, not weakness, exhausts the Praetorians, just like it did the Triarii if you notice, and just like my extra-heavy chainmail does me or whoever else chose to wear it. heavy armour wears you down.