Sure, that's an option. But there is no evidence that supports that theory yet. They can have a strong military but the leader might be not. Kind of pen is mightier than the sword type of deal. A shogun has a dictatorial role in traditional history. So he could have a much different power, the power to order people around.Who said he was simply a political leader? Wano is a samurai nation not even the WG wants to meddle with due to their strength being unknown to the world, the WG doesnt want to even risk going there and starting anything with them. So the Shogun as their ruler should be very powerful. This isnt like other countries in OP the people of Wano should be like the minks on Zou, where every one there is a capable fighter even the children. I expect that to be no different for the citizens of Wano. I'm not saying the Shogun should be as strong as Kaidos strongest henchman but he should at least be strong enough to be considered a calamity imo. And it makes since for him to be Zoros opponent and I feel as though the next level for Zoro is to beat a calamity level foe someone on the level of a Vista, or a Cracker, or Doflamingo. That's what I consider YC3 level and thats where I think the Shogun should be.
Also if Kaidou has 3 calamities, and you don't think Zoro will be taking one of those on but the shogun instead. What fighter in the current group is going to beat all those calamities ?