An example I can give is that I turned a 27 hour legacy stored procedure (Oracle, running on some pretty big hardware) into a 5 second stored procedure, by switching it from cursor to set-based. Those are the actual, non-inflated numbers. My manager would not believe me when I told him, and said bullsh*t several times over after hearing me say 5 seconds. But he didn't make me switch it back.

I have met many DBAs who write cursor-based routines almost exclusively. Like your guru who assumed you didn't know cursors, I assumed they don't know GROUP BY But of course everything has its place in this world, sometimes cursors are the way.