What version of CPS are you using ?
I know theres a setting for exactly that problem, somewhere in the CPS, but I tried to see if I could quickly locate it - but failed
I stumbled across it some time ago tho .. I am using version 3.6 for maya 5
The older versions of CPS smoothed like your image as default, but they changed it in the newer versions.. but as you siad yourself, it doesnt matter for the tutorials.
I hope you figure it out, and when I come across that option again, I will post it here.
Senior 3D Artist,
Maya Software Manager & Maya Instructor
LEGO Systems A/S