I think he's got a point. The better you can lead your lady, the better she will look. The better she looks, the better you look. Latin is often described as "the lady's the picture, the man's the frame." If you compete pro-am, you may not be as aware of the need to lead well in competition, because pros can compensate and still look good. But the judges do know if you are leading or not.
Personally, when I hire a coach that I respect, I'm hiring his expertise to know what will most improve my dancing. So we work on what he decides is the most fundamental issue. In my experience, that's the best way to get the best out of a coach. And it's usually something pretty basic that we end up working on.
It does sometimes happen that a coach will have a hobby-horse or a recent insight s/he wants to emphasize regardless of the student. But if you feel that is happening, maybe it's not the right coach.
Maybe it would help if you were to define what you want more specifically. What do you think is wrong with how you do those steps? Is it footwork, hip action, or what? If you can identify that and ask him to work on that issue, you might have more luck.