There are 2 basic philosophies for how to leave an aircraft:
- Secure every item that needs to be secured for shutdown and walk away.
- Prepare the aircraft for the next flight as much as possible while still doing the above, then walk away.
It would seem that your instructor falls under Philosophy 2. Its proponents reason that this will help the next crew in their cockpit preparation but more importantly will prevent them from making the mistake of using a setting from the previous flight for their flight. Airbus has slowly been removing these sorts of items from the SOP recently and seems to be favoring Philosophy 1, leaving the flight deck preparation to the pilots preparing the flight deck.
I flew at one company where standard practice was to set to 0 all heading bugs, course selectors, altitude alerters, bugs, everything. Even the navcoms were set to 108.00/118.00. This was absent from the SOP but was viewed as a critical flight safety step and airmanship basic so when I skipped it and left everything as is there was much wailing and gnashing of teeth. 3 months later about half were doing it my way and the other half were distraught. A few weeks later after the company suffered its third "voluntary" shutdown in as many years for safety problems (Duty day violations, incomplete training, maintenance errors) the owners threw in the towel and folded the company.
I would ask the instructor for their reasons but if they cannot articulate one, I would just do it their way. You'll probably get better instruction out of them by following their directions in cases like this where it doesn't matter.