What they’ve found is that an approach called active learning (also called active instruction) consistently produces the best results. This involves pushing students to work through problems and reason things out as an inherent part of the learning process.

Even though the science on that is clear, most college professors have remained committed to approaching class time as a lecture. In fact, a large number of instructors who try active learning end up going back to the standard lecture, and one of the reasons they cite is that the students prefer it that way. This sounds a bit like excuse making, so a group of instructors decided to test this belief using physics students. And it turns out professors weren’t making an excuse. Even as understanding improved with active learning, the students felt they got more out of a traditional lecture.

Source: College students think they learn less with an effective teaching method | Ars Technica

I’ve noticed this when teaching. If you go off the beaten path and not what the students are used to, they get confused.