I had a DPE basically force me to lift my wing every time I made any sort of a maneuver. At one point he took the controls and told me that if I didn't take the time to scan while my wing was lifted we'd "have a problem". Needless to say I busted my checkride.
I've head several CFI's (one primary, and a few others while the main one was out of town) during my year-and-a-half long journey to become a pilot, but I was never taught to lift my wings in a turn. I was always taught to simply look in the direction I was headed. Most other people I've flown with do the same.
Funny enough I asked the other DPE I used if I needed to lift my wing before I make my turn...and this one said, "just make sure you're safe, so you can if you want."
EDIT: Just to clarify, the notice of disapproval did not state that I failed based on having a lack of situational awareness. The first DPE I used is notorious for scaring people by telling them they're close to failure. I'm glad I called the guy out for being such a pompous jerk after my exam.