This is what most training agencies suggest to us (instructors) to teach to our students.There are many people here who are saying to not retain your breath and to breathe normally.
Which of course is plainly wrong!
Still there is a number of good reasons suggesting to use this approach (which technically is wrong, as You just discovered). I try to explain you some of these reasons:
1) Commercial: 40 years ago, there was just ONE diving course, lasting 9 months, with hundredths hours training, where the student was learning EVERYTHING, including deep diving with multistage deco and pure-oxygen rebreathers. Only 10-20% of people could complete such course.
Then PADI arrived, fractioning the whole training in vary small chunks, making it possible to become a scuba diver in a few days, with very limited knowledge and skills, but already enjoying it. And then inventing several dozen of further courses, specialities, etc. With such an approach it is entirely wrong to teach advanced breathing control during the first 3-4 of these courses, better to leave this for high-end courses, as many other useful skills (trim, buoyancy, kicking, etc.). Each of them can be another course, with more money for the instructor/PADI. Why giving it for free at the first course?
2) Safety: the most dangerous thing which can happen to a new-come scuba diver is to emerge very quickly without exhaling. This can cause lung rupture and traumatic embolism, with fatal consequences. This is both very dangerous and relatively easy to happen, so for the instructor it is perceived as a very severe risk. Anything going in the direction of increasing this risk is better avoided. And teaching to hold the breath while scuba diving goes definitely in that direction. So better leave the student to consume a lot of air, breathing inefficiently, but reducing the risk of lung damage. At the end of the dive he will have a terrible headache due to CO2 retention, but this is not dangerous... And it is HIS headache, not mine...
3) Time: teaching breathing control takes a lot of time, and requires a lot of concentration from the student. It is faster and simpler to tell him to "breath normally" and avoid the problem entirely... Better to spend the little available time for teaching the "mandatory" skills required by the certification agency for being able to release the cert card.
I am sure there are at least a couple of other very good reasons for not teaching the correct breathing control technique to new-come scuba divers.
But here on SB, I think that also instructors should reveal the truth, when questioned, albeit we routinely do not teach this to our students, for the reasons explained above.