I think he mean punching "through" means you push after contact. Pushing after a punch if in a match/fight can allow you to lose your balance, or not pull back in time to block. What the guy told you, i think he meant try to pull your arms back once you hit the bag, to block. Yeah, your hit will be weaker in the end, but on contact, it will be the same, if not more, because you will be aiming to exert the most you can on the contact, rather than getting your hand on your opponent, and then "punching".