I didn't listen to the podcast today, but assume it was with Rodney Derrick. I was on that trip. The only reason not to look a whale shark in the eye is because if the whale shark sees you, it might dive too deep to follow or turn away thus depriving the other divers of the experience. Having said that, our dive guide on that trip would often 'herd' the whale shark by placing himself in the front of the whale shark where it could see him. This way, if he got there earlier, more often than not he could turn the shark so it wasn't gone by the time the other divers caught up.