As a reloader, I have no qualms with using factory ammo for classes. It's a reasonable request.
For the instructor, it takes a potential unknown out of the situation. If you loaded a recipe you've tested with and have zero problems with in the past, that's great.... but... the instructor can't go through and verify everyone's ammo is up to operating snuff. Just be polite and follow the instructor's request.
And if you have FTE / FTF problems, you slow down the entire class.... possibly also annoying everyone. Factory ammo should in general be much more tolerant all around.
Just consider the extra $20-$50 you have to spend on factory ammo as part of the cost of the class. As others have echo'd - don't accidentally bring down the quality of the class.
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And there are plenty of legal / after-the-fact reasons to not use hand loads in your carry weapon. Just drop the cash on some really nice self defense ammo. Shoot at least a magazine so you're aware of how the ammo / firearm will operate... and call it good.