Your dentist is right, you need to place the graft in the socket immediately after the tooth removal. If you wait, the bone will dissolve away and you will have a gum defect that will be very hard to repair.
The timing of when to perform the bone graft procedure after a tooth extraction should be left to the dentist's discretion. He/she would know best your clinical situation and why grafting needs to be done either immediately or at a delayed stage. There is no one right answer for this question as...
Clinical and radiographic studies are necessary to give an answer. Currently there are different techniques of bone filling, as well as filling materials or titanium plates, so most cases of bone loss have a solution.