Welcome to Canada FT!!!
Had the exact same discussion when I first started training, and having delved through the book, as far as I can see there is no MANOPS requirement to transmit a "that is correct" or "roger" when issuing command instructions like a turn, altitude change etc. I believe there was something in the past that was a requirement for this, and has just hung around (like an 8 mile check wheels "call" when performing an SRA in the UK I guess)
It should also be noted that the use of "roger" (I know exactly what you mean" is incorrect. Here in Canada, "roger" means "I have received your transmission" as opposed to Blighty where it means "I have received AND understood your transmission".