Spin Class

I went to a spin class for the first time yesterday. The instructor was great. She explained everything and was very helpful. I had my HRM on and now she said I can not go above 167, She said it will feel like I am not doing anything, but this will help strengthen my heart and get me to be able to work harder. Is this true. Its seems weird. I usually work out as hard as I can getting my heart rate way up there. I want to work hard not feel like I am not doing much. Does anyone know?