Also, think of it this way: if you go on for too long, the dialogue gains the same effect as a wall-of-text. It becomes difficult for some readers to navigate, and it just doesn't look neat to a reader's eye. If anything, it actually makes you seem as if you're not consistent about paragraph rules in general.
Again, I don't mean to be biting and a bit hard about paragraph spacing with dialogue, but there really is a reason why someone tried to correct you about that.
Somebody told me about that on Serebii as well. My fix was to triple-space where I had double-spaced and double-space where I had single-spaced.
But, coming from what you're saying, it seems like I should be spacing them all equally, correct?