There is no AR that states you must give them a reason. However the purpose of corrective training is to correct and educate, so providing an explanation would be appropriate. Corrective training must:
- be in line with the offense
- be designed to correct the substandard performance
- and only conducted until the substandard performance is corrected
Odds are lunges are not appropriate corrective training unless the Soldier failed to perform lunges correctly. The Soldier was probably trying to say that you must explain to him how his performance is substandard before you administer corrective training. That would be appropriate.