So in the taxi it was differential braking, one gets used to that.
True. I fly the DA40 regularly and here's the way I find it easiest to do. I simply set power to about 1400 rpm (which is the warm-up limit anyway) and leave it there. I then use rudder deflection to try and steer the aircraft aerodynamically. If it doesn't steer sufficiently with full deflection I just push the top of the (fully extended) pedal a bit harder to activate differential braking. This way I can taxi relatively smooth without my brain frying, or overuse of the brakes.
But it was strange to have to line up VERY neat, and lift the nose as soon as ever possible, to allow for rudder authority.
Who told you to get the nose up really early and was that really the explanation you got? My experience is that aerodynamic rudder authority is independent of whether you have the nosewheel on the ground or not. But lifting the nosewheel too early will lead to increased aerodynamic drag during the take-off roll (thus extending the roll) and might even get you off the ground too soon - dangerous in gusty conditions.
The only reason I could think of for doing that, arguably, would be if the friction of the nosewheel steering is set incorrectly, leading either to shimmy at higher speeds, or to a stuck nosewheel at lower speeds.
(Plus of course if you take-off from grass or bad concrete, where you lift the nose a bit to reduce pressure on the nosewheel.)