You learn by doing, and also by example. So they can do the review themselves, but also see what other people pick up on. It sets expectations, and also shows how other people think.
I always find it interesting when I do the same review as one of my co-workers. We might pick up on the same things, but often they are completely different. It shows the value of having multiple perspectives on a team. Not just for review, but for design, implementation, validation, debugging, and the rest. It widens people's perspectives, serves as a means for ongoing improvement and learning, and makes the team better as a whole. We all have different backgrounds and expertise, and having people share and pass on some of their knowledge and skills is highly valuable.
