As a Cathay pilot, I was amazed at the lack of talking and mouth music lol.
Also as an ex 737 Captain, I was not overly surprised, it would greatly depend on the the FO flying and experience and SOP's.
If you have a 3000 hour FO ( normal), then no worries! ex cadet, the the Captain was correct and the FO (SO) responded correctly. An experirnced FO, I expect would tell me to FO!!!!!!!if I did that