Hi,
What he probably means is "most generally". One reason would be that we dont know if the power supply can SINK current as well as SOURCE current. IF the power supply can not sink current then it may be ok, such as the Mastech power supply i happen to have. I used a diode for a while, but then realized that i dont need it.
Note also that a diode in series does NOT protect against reverse polarity. If you hook it up wrong something may blow out, either the circuit under test or the power supply itself, or both. The power supply could blow if connected to a battery in reverse. I found out the hard way