Well, understand that "mu" would only be given as an answer in certain contexts; in the context you describe, there was a contract in place between the novice and the master. The novice had come to the master to learn and had accepted the master as, well, their master. (The concept of this may be a little unnatural to the modern, western mind, but was fairly standard in the cultures I think we're discussing.)

I agree that a master who only ever answered "mu" wouldn't be a very helpful master. But, the answer "mu" was given in the context of many other interactions between the master and the novice, and some would contain more of the kind of direct instruction that you describe.

I think it's a bit similar to martial arts work with an experienced instructor. Sometimes, it's helpful to get feedback from an instructor as you train with them on why your technique is failing. But, sometimes, they just need to stand there and be the place-where-your-technique-fails so that you are forced to find improvement within yourself.