No, I agree with Fistful. Seems an appropriate response.
Even "under duress" doesn't hold water for me. He was their instructor, not holding a gun to their heads. The correct answer would be to tell him no, then go directly to HR, do not pass go, do not collect $200. Were I being uncharitable I would point out that having folks that can be swayed into stupid decision by threatening their jobs in charge of criminals is probably a bad plan.