Sure. That could have been the end of his dive buddy's diving. So sure it warrants a complaint for failure to deliver on a promise.
On the other hand, in your case, maybe Dave was trying to tell you something.
No doubt the private dive master point has been discussed and in hindsight I suspect that the OP would hire one if he could do it over. The private DM idea is one that I blatantly and shamelessly stole from the Blue XTSea website.
I do not agree with the notion that Cozumel is a bad dive destination for newly certified divers. A private DM is an excellent idea for perhaps most new divers to the area. I came up with a notional skills development plan perhaps last year. I do not know if I can find it here again but there are many things that a new diver should learn quickly to not only enhance their skill at the RECREATIONAL activity (not a sport) of scuba diving.
It also is a safety issue. The two ladies who died for unknown (to me) reasons may have survived if they had undergone additional one on one skills development for the Cozumel diving environment. Of course I cannot prove or disprove that assertion. But it appears factual that the divemaster in each case was not in a position to prevent a fatality. No blame is attributed to the DM in either case. A diver's safety is first and foremost their responsibility.
Reality is that newbie divers need additional experience, training, skills development and oversight to get them to a point where they are better able to react positively to problems and solve them successfully. See my footnote verbiage. The goal should be ZERO non-medical fatalities and the private DM, particularly with a structured skills development during those dives, should help with that goal.
As for Dave perhaps saying something, I doubt it. I was really bragging about doing two excellent dives my first day. I was very pleased.
If there was anything being said, this may be it: "Ron, you are good. You are a weenie when it comes to swim throughs, but other than that, I know that you can handle anything we throw your way."