Midwife trying to limit skin to skin

I've been cuddling our newborn for the past few days. Doing skin to skin lying between feeds (with parent fully awake). I thought this was good for bonding and was told in our antenatal class there's no such thing as spoiling a newborn with attention.

Its also been great as a dad to feel like I can care and support my child like my dad never did for me.

However today at the 5 day check-in the midwife said no we should only do skin to skin when the baby is awake and otherwise leave it in the cot.

Now I don't know what to do. Skin to skin feels natural and normal. And why would I not want to form a close connection with my daughter?

So what's the actual advice here?