Because you lose weight the fastest without fat. Yes, it works, yes it's easier to lose in a short term. It is a normal cutting protocol in a BB world. He doesn't take into account your stability, blood sugar levels and satiety. He assumes that you would do anything to lose weight in short term. If high fat diet is what keeps you steadily losing, change your goal, and tell him you want to focus on muscle gain and maintenance instead of fat loss per se. That's said, trying a different macro set up is not a bad thing. Going zero fat is not the best idea, but 20-30% can do the trick sometimes (just like reducing carbs does sometimes).