Training mode unnecessary?

I use CIS with both D+ and firewall set to safe mode. Now, if you install new game, first you have to set D+ to training mode to let the application create it’s own set of rules, otherwise, your computer will lock because you won’t be able to see or answer pop-up alerts. But for me this is dangerous because any other app will automatically be allowed to run. Instead, I set D+ to clean PC mode, run the game, let it create it’s own set of rules and then set D+ back to safe mode. So, if this is safer and does the job, what’s the point of having training mode? Maybe I’m missing something and if I do, I would like to know what.

Training Mode is good if you want to use Buffer Overflow protection but you don’t want to use D+.
Because if set to Disabled, BO protection doesn’t work.