Depends on the CP role and the whim of the client.
Some roles need Military background (hostile for example) so the better your army background the better the chance of getting it.
Some corporate stuff you're protecting a guy who has strong views on what he wants, and that's an ex-Mil guy, regardless of whether that's what he needs, it's what he wants and he's paying, and typically they won't really be bothered if you're reserve or not, if you tick the box then you make it past the first round, then it's down to what else you offer and if he likes you.
Some corporate stuff doesn't need Mil background at all, I don't have one and I'm doing quite well
I've also known clients (often women) who positively refuse to have ex Mil looking after them - they feel (rightly or wrongly) that short hair, tats down their arms, 'military temperament' and language are not what they need in their busy polished life, so go for talented civvies and ex-plod.
Best advice is go with what you want right now, and enjoy whatever you do. You might hate CP when you try it (it's not for everyone) so spending a few years doing something you don't like in order to get a job you end up hating is just daft.