Huh. I guess we probably did, too, in "intro welding", but in advanced welding a point was made that using suitably sized rod would get the job done far quicker (I learned in an Agricultural Engineering department - no shortage of jobs with big hunks of metal to be fixed), so we practiced with some large rod. Of course these days wirefeed is the most efficient way to lay down a lot of metal, but there are still stick jobs where a large diameter rod will get it done better than 3-4 little ones.
We got to play with other toys, too - I wish I could justify a powder torch, or find one unloved in a garage sale for cheap - you could literally hardface a shovel with one of those.