I can probably explain why the trainer said that, although the trainer should have explained it to you!
Our trainer doesn't like typical harnesses because it encourages dogs to pull. (Think sled dogs) The whole point of learning leash walking is to have the dog NOT pull. She recommends something called an Easy Walk harness. You can get them at Petsmart. The leash attaches in the front so when the dog pulls he turns himself around and it's very successful. Loki does great with the harness and we always use it for walks.
Also, we do use Loki's collar when he goes out to potty (always on a leash since we don't have a fenced yard) and it's fine. We do have a "sled" type harness and we use it in the car sometimes when he is in his booster seat. He's used to getting his harnesses on and off!! He is a bigger Yorkie though - almost 7 pounds.
He're a link to that product:
http://www.gentleleader.com/pages.cfm?id=74