You do you. And you have to take into consideration what your goal is by learning Arabic.

Dialects are definitely easier to learn and more rewarding as it allows you to converse with people and test your advancements. But you won’t be able to easily transition to another dialect. Because MSA is the glue that make the intelligible.

Learning MSA will take you triple the time. And I imagine your teacher is both proud of his dialect. But also doesn’t want you to drop learning if you were to have chosen MSA