they teach you this practice at the academy. i kept my mouth shut and did what i was told. i think they do this to retard proof clearing your weapon. you gotta see some of the people they give guns to at the academy. in my area most cops aren't firearms enthusiasts.
wont hurt it but pointless. just double check. even the tactical chamber "guide" on the right side of the slide will tel you if the round is in. wouldnt rely on it but it insures and double checks you before you field strip