It's true that some people expect you to say something. To be honest, I kind of do sometimes, too. If I sneeze and no one says anything, occasionally I will momentarily feel offended and then tell myself that there is absolutely no reason someone should say Gesundheit or anything else (and certainly not "bless you"!) just because I sneezed. "Be healthy" is interesting; I wonder where your teacher got that one.
I am an accomplished blasphemer, as well as frequent user of profane language. I don't think it's a horrible habit, just a habit. I do make an attempt to hold back when I'm around children, people in positions of power over me, or those whose feathers would be ruffled by wee swearies. Doesn't always work, though. I don't always have conscious control over it.
"Oh. My. Gawd!" for news that leaves me gobsmacked.
"Shit!" when I've accidentally dropped something on the floor.
"Goddamnsonofabitch!" when I've stubbed a toe, or some mishap with a similar level of pain, but no permanent damage.
"Goddamnsonofafuckingbitch!" when I've physically hurt myself and at least achieved brusing, a cut, or a scrape.
The occasional "Jesus, Mary, and Joseph!"
"Je-zus-fuck-ing-keerist!" when generally frustrated, or when having to deal with bureaucracy.
Some of the above are interchangable, depending on what the Rolodex in my mind serves up.