I do the same thing you do--tie off the end and bury the knot. I do this because I don't like the look of those little tiny stitches, especially if the line of quilting isn't all that long. Plus, the experts are always telling us to strive for consistency in stitch length, which this fails to do.
The Craftsy instructor is presenting another way to start and stop your quilting lines, but it's only a suggestion. You have to do what feels the most comfortable for you.