Your reading seems to be the standard one, in thinking that the point is just to illustrate the unrepentant and defiant nature of the Israelites (that's us!). And if that's all there is to it, you are right that there's no need to translate R.b.b.Hana's yorenu as "teach us" rather than "teach him" (as we agree to translate it in Isaiah). Nonetheless Soncino saw fit to translate "teach us" -- why?
I find myself unsympathetic to the standard reading, because it seems to me that the Talmudic context is to some extent describing the virtue of "talking back" to tradition, rather than demanding meek obeisance. In the Sanhedrin context, the larger question concerns whether God or humans get to decide the fate of the Mishnah's three bad kings with regard to the world to come; and Rab has already described one of the Israelite "answers" to "the prophet" as a "victorious answer". Therefore I think "teach US" here emphasizes the positive side of the Israelite resistance.
Your point that the Israelites might not like the manner of their "instruction" is reflected in the immediately preceding statement of R. Nahman, "Even with such fury let the Merciful rage against us, but that He redeem us."
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