In 12 years as a CFI, I must say I've never heard of an ATC courtesy call as being a violation of the FARs. Ask your instructor if (s)he can give you the FAR number that references this so-called reg. I'm willing to bet (s)he can't. Most likely, this is just the instructor's pet peeve, so (s)he's trying to discourage your class from doing something that (s)he personally finds annoying.
Regarding courtesy calls, just use your best judgment as PIC. If you're making a standard ATC request (ie. on the ramp, ready to taxi for departure to the practice area), I'd say go ahead and make your full call sans courtesy call. If, however, you have some kind of unique situation or complicated request, a courtesy call might be nice to make sure the controller's workload allows him/her to accommodate you. As you gain flight experience, you'll get a feel for what works and what doesn't.
As a favor, please do report back if your instructor is able to show the existence of such a "courtesy call" regulation.
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