Tnavas, my instructor was studying at the Spanish Riding School as well. As well as several other known places. I still stand my original post though about the cues for the canter and that there is no real need to go into the long sitting trot to ask for the canter transition.
If? As you say that your instructor was trained at the Spanish Riding School then I am more than positive that he/she will have taught you to sit before the canter! It sounds like maybe the 'other' places have taken presedence!!
Prior to the start of the canter the horse needs to be prepared, by a half halt or two - best done in sitting trot so that you can use your legs with every step. Timing of the leg aids are also crucial - the rider needs to be able to apply the leg at the point when the outside hind leg is about to come forward - you can't do this from rising trot. A few steps in sitting trot allow the rider to prepare the horse correctly to get the best quality transition.