In its most basic form, Anabasis instructs us that leaders should always practice virtue, especially when tragedy strikes.
However, if one reads in between the lines, the reader can see a truly biased narrative that justifies Xenophon above the rest (and above even our wildest imaginations). As a military leader, Xenophon goes unparallelled.
It is incumbent, therefore, on our present commanders to be far more vigilant than our former ones, and on those under command to be far more orderly, and more obedient to their officers, at present than they were before.
Some scholars consider Anabasis to be the best example of Greek propaganda and less an example of good literature. However, building up the reputation of one army or another used to be the purpose of history back then, so can we blame them?
Further, we can see the evidence of the epic conventions (also found in their literature) even within this "history." For example, epithets and catalogs and long monologues by characters whose qualities are respected to the utmost. In this way, Xenophon can truly be seen as exposing his society's values. This is something truly praiseworthy. Virtue, of course, is above the rest. And Xenophon makes no mistake in proclaiming himself FULL of that virtue.
Yet is it more honourable, and just, and upright, and pleasing, to treasure in the memory good acts than bad.
Thus, perhaps, we can also learn a different lesson about leadership: be wary of leaders' words, because they are often prone to selfish hyperbole.