I attended the PSE Shooting school in Tucson back in December with my daughter. We were instructed by PSE's Master Coach Alexander Kirillov. He never instructed us to shoot locked arm. He did have us bend the hold arm slightly but not locked out. He also had us hold the grip in the grove between the thumb and index finger and have the knuckles of the hand slant at a 45 so nothing else touched the grip but the single point of contact. Not sure why the PSE guy would tell you that.

If you lock the elbow it draws the fore arm into the path of the string which I never ever want hitting my arm again. Not a whimp but I AM OUT on that !!!