Whenever someone asks me to take a look at a paper or essay for them, I don't just make changes and send it back to them. If you are familiar with the Microsoft Word "track changes" feature, it makes the change into a link so that the editor can add comments in a bar that appears on the side of the screen. I always explain any changes and my suggestions.
Similarly, as a writing tutor, in order to help a student understand any grammatical, vocabulary, or other changes that should be made, I often do an exercise with them to see if they understood the reason for the correction.
It's definitely great that you are asking to understand WHY the changes to your essay needed to be made. If you didn't, you'd likely make those mistakes again, which is not helpful for you in the long run because you won't learn. Never be afraid to ask "why" !!!!
Hope this helps!!