While there is no OFFICIAL "holster" command, the Safety Officer may well have been telling you because not everybody knows that when told to "load and make ready" that "ready" is with the gun holstered unless otherwise specified.
You can read the official rules on the site
but I think the introduction at places like
is more helpful.
You are just going to have to get used to dryfiring the hammer down at the conclusion of each stage. It is part of the safety procedures set up to keep somebody from drifting around the range with a gun loaded and not knowing it.