Dogs, why do they do it???

Dog training, when we got Zach from the dogs trust it was a condition we took him to dog training due to his young age, not a problem got him booked in.  He does have some basic training, he can sit, heel, wait and stay, in fact when out walking and coming to a road without any command he sits and waits, road clear we say heel and off we go. The first session of training, parked the car at the far end of the town, walked down the high street to the training venue, every road we came to he sat and waited, no command, so I thought good it will be top marks; training started and we all walked around the room practicing heel and sit, would he sit…….NO. On the way back to the car, yes he sat at all the roads before crossing!!!!!!!!!!!