Of course maybe I am spoiled? Anyone else think their Coz DM is just a tour guide?
It's not a matter of being spoiled or not, it's more a matter of preference. You prefer to be close to them, and I prefer to be left alone. No big deal, just different approaches. By not having to worry about me, it frees the DM to help those who need his help or those who are more comfortable having him close by. We all go home happy this way.
If divers went all over the place on their own, it would be extremely difficult for the boats to find them all, and there would be lost divers bobbing around all over the place.
The Cozumel DM really has to make sure the group stays together to the extent that they can be found at the end of the dive.
This, IMHO, is site dependant. In isolated sites where there are no other boats, we most definitely stick pretty close together. We may not all come up together, but we're within sight. At Barracuda, we all descend together and we all ascend together, for obvious reasons.
On other sites with heavier traffic, it's pretty common for us to come up fairly long distances apart. There have been lots of times where the first divers have come up after ~30-40 minutes, and some of us have stayed down an hour or more. We don't worry about this as much because the odds of being seen and picked up by someone are pretty heavy in our favor. So far, its always been our own boat, but there are others there if we need them, and they are always happy to help. We also carry 6' SMBs to help us be seen.
YMMV