Bloodwig, I think you have the best answer to your own question.
At my first job using CADD in '96, EVERYONE put everything on 0. The reason had nothing to do with technical nuances and strategies the other responders have correctly noticed. The reason? When you start a new file, the only layer is 0, and back then, noone (or at least, I) did not have AutoCAD in college. We had no clue how to utilize the full power of CAD, we were basically using hand-drafting strategies. Although I quickly caught on to Layering, it was years later until I actually figured out the concept of Paper Space, for example.
I think your instructors were trying to get you to create and use layers, so the CAD file would be most useable and re-useable. You are lucky to have had an actual CAD course, I've been using CADD for 9 years now, and I still debate taking a course, because I know there is so much more CAD can do than I am able to allow it to do...hey, this is the start of a new thread...
Remember: The Chinese ideogram for “crisis” is comprised of the characters for “danger” and “opportunity.”
-Steve