I saw a tweet awhile back from Alex Yates that said this: "If your employer won't provide training because they are afraid you'll become more employable and get a job somewhere else... it's time to quit. Immediately."
That's a strong statement, but one that I tend to lean towards rather than away from. I'll disagree slightly because I don't think that I should recommend anyone leave their job right now. You are all adults, and you should be able to decide when it's time to leave, or what your particular circumstances dictate. Many of us have bills to pay, and we may not have a partner that works. Sometimes we have to just deal with a poor situation for some period of time.
I will agree with Alex that if your employer doesn't believe in you, then that's a problem. I'll argue that if you don't believe in yourself and make strides to improve your skills as well, that's a problem as well. I've usually tried to invest in myself, through both time and money, and I expect my employer to do the same. Often showing some of my own initiative helps convince them that they should match, or exceed, my own investment. After all, they should get lots of the immediate benefits from any learning.
I've worked for companies that didn't like to fund any training. In those cases, I usually make plans to move on to another employer. I've had companies that limited training to something that I might get every 2-3 years. That's not the worst situation, but you will have to decide how important this is for you. I try to work with companies, understanding that spending $5k in training for every employee + time out of the office may not be feasible. At the same time, spending $0 doesn't seem reasonable. At least, it's not reasonable if there isn't a lot of internal training and opportunity to experiment and learn new skills.
I say this often when I speak, but I'll repeat it here. Your career is in your hands. An employer ought to assist you, and many do, but it's up to you to request training, apply yourself to learn more, invest in yourself, and ultimately take advantage of opportunity. Build a plan, define measurables, and be ready to prove that you can apply some of the training in the months after you complete it.
A week at a class or conference isn't a vacation, and if you treat it as such, I can understand why a company might be reluctant to make an effort to train you again. Time is a valuable commodity for all of us, and we shouldn't be wasting it when we're trying to grow our career. Focus, learn something, and share with others. You might be surprised as the benefits that come from this, including additional investment in you by your current employer.