When using a weapon in your off-hand it splits the exp gain between the off-hand skill and the weapon skill you are using, with the majority of it going to off-hand. The split is something like 70/30, so while it is possible to lock the weapon skill using it in off-hand, it takes much longer since you are getting less exp per attack.

The best thing to do is lock off-hand skill then just swap the weapon and finish locking the weapon skill in your main hand. Off-hand has a few uses in the game, but in day-to-day training most people just lock the skill with a single weapon and move on to other skills.