Eric Cressey put up an excellent post last week about coaching and loading.
Basically, some exercises are more easily coached if the the trainee is doing them with some significant resistance.
I find this is true, too.
I do the same with Bulgarian Split Squats, even if it's just a pair of 2-5 pound dumbbells. Unloaded, people try to keep their balance by moving their arms. This will work, but only when you're not doing them loaded.
Loaded, they instinctively feel like lowering down will ensure their balance. The result is that it's much faster to teach than when fully unloaded. Not only that, but we're already getting into a resisted exercise with the first few reps. More resistance, better technique, and and smoother path of learning = better results, more quickly.