I've trained leo's as a reservist on the county SO, and been an NRA Firearms Instructor since 1992. I've shot with my students in some classes and some not.
It depends on who you're teaching and what material we're talking about. While training LE, I would shoot with them to demonstrate how easy it was, not to impress...just to take the edge off their nerves. To say, "Hey, you can do this..."
I'll shoot with students that I'm training in IPSC, ICORE and Steel. You have to demonstrate techniques that can't be easily explained.
Now, if we're talking about an NRA Basic Handgun Course, then, no...I won't. No real need to unless they take a more advanced course later.
Each student is different. You have to get inside their head in a helpful way, because no two people are alike.