They may do that in Roatan but this is from an email from the resort on Grand Turk:
SHORE DIVING:
Shore diving is free and unlimited in the afternoons as long as accompanied by a dive buddy. The Grand Turk Wall is a 15-20 minute swim from shore although there are rocky ledges close in to explore. If a guest wants to shore dive then we recommend that after their two morning boat dives they have lunch and then let the Dive Master drop them on the Wall before he puts the boat away, this then saves their air on the swim out, they can always snorkel back in if low on air. So, the shore diving is great once you're at the Wall but it's a long swim if you don't get dropped by boat can be arranged once here with our dive master. It is preferable to have us drop you on our dive boat at the famous wall 300 yards off our beach and return on your own"