It's wise to question hydro store advice. I'm sure there are exceptions, people in it for satisfaction and spreading truth. But, there's a lot of flim-flam out there, and I see a lot of it prominently displayed in my local stores. (wink).
Pro-Mix (HP or BX) should be good with the nutrients you're using. I.e., soilless and hydro nutrients. You'll need to feed stronger. When I grew soilless, I used Pro-Mix HP with 25% more perlite added. I used General Hydroponics 3-part flora series, following the "useless" schedule. (You can google and find that schedule on Growkind. You can plug its values into the spreadsheet and see the NPK ratios and strengths that result.). I fed 2-3 times stronger than I feed in soil now (using soil nutrients).
So, that may be a considerable change for you after using pre-nuted MiracleGro soil. Since nothing's in the soil now, it's all on you to supply everything.
You're right. I wouldn't transplant autos. It's best to plant them in the container you want them to finish in.
However, I wouldn't say they use less nutrients. I haven't noticed that, but I've only grown one strain. They have limits on how large they grow. They remain compact, like a bonsai version of a full-size plant. Maybe in that sense they use less nutrients. Hardly any nutes doesn't sound right to me. I'd treat them like a photosensitive, and make decisions from there. (Also, the seed banks tend to give the impression autos can be harvested at 7-8 weeks? That may be the earliest you could harvest -- if you lived on a deserted island and your life depended on some meds. :) But, you want to decide when to harvest the same way you do a photosensitive. You'll find that happens around week 11. (People tend to get excited at week 7, thinking they have to do something; that it's different.).