Just a clarification the text says:

you can initiate a additional military challenge...

is then for all players or just the player that played it?

the fact that it says "you can/may" means it refers to only the person who played the event.

Any card effect that says "you," "your," refers to only the person triggering or playing the effect getting its benefits.

(...or revealed the plot, in the case of Storm of Swords.)

(...or revealed the plot, in the case of Storm of Swords.)

very true

If it was each player, it would say so, like After the Mummer's Ford ("Each player may initiate an additional challenge this round.")