Can you clarify what you mean by "future simple + by"? Are you talking about the use of "by" with a time expression, like "the meeting will end by noon" or "I will arrive in London by tomorrow morning"?
If so, I agree that there's a very slight difference. "I will arrive by noon" describes what will happen in the future, and states that it will happen before noon, or possibly right at noon. "I will have arrived by noon" states a future point in time ("noon") and describes what will have /already/ happened in the past, at that time. The meaning is essentially the same, so if that's what your teacher is claiming, then he's right -- there's no real difference in the sense. The emphasis is a bit different, though.