I go with you on this, fill your aircraft full.
andrewc (and all others who've said the above)
not so simple when you get to certain aircraft.
I recently went for a twin renewal and arrived at the airfield to find the aircraft (A Seneca - very relevant to this thread) on the pumps and full - I was mortified and cancelled the trip.
As the aircraft get bigger then the W&B becomes more critical - especially when you have to consider single engine performance too. A full Seneca with 2 up front and nothing behind can be close to MTOW but with a CofG so far forward and out of limits as to make it lethal should you lose an engine. This would have been the reasoning behind the hiring company saying don't return it full.
It's not excusing what happened, as I've explained before there was a simple way around the problem.
Just out of interest I wonder how much the "Fill it up" brigade do Weight & Balance calcs