Westeros seems to have an almost celebrity culture surrounding competent warriors. In medieval Europe, was personal combat ability more revered than command ability?

Usually, yes, although personal combat ability was very much seen as part and parcel of knightly virtue, which shouldn’t be neglected. As the great graphic novel series Unwritten by Mike Carey aptly pointed out, the Chanson de Roland is a story of a strategic debacle – Roland gets everyone in the rearguard killed because he thinks that calling for help would be a sign of cowardice – turned into a huge propaganda victory.