Why would you ever put concealer lighter than your face? Especially if your under eye area is already darker....this puts your concealer at least 2 shades lighter than your face. Can anyone say ashy? That's why sooooooooo many WoC have that gray tone under their eyes.
Depending on the coloring of your under eye area, your MA was totally right in giving you NW 40 (I'm assuming that you are an NC 50?). The idea behind this is to color correct your circles rather than just slathering on pounds of concealer & making it look super cakey.
I never realized the big difference this made until not too long ago. Next time you need a concealer refill check it out...Look at the undertones of your circles & pick a concealer that is appropriate for that....and if all else fails, try orange full coverage. That stuff is seriously miraculous.
And to the OP, if your circles/blemishes are extra dark, the darker concealer can help neutralize the discoloration so it all blends together when you put on foundation.