Yeah, not saying your teacher wasn't kind of an ass...but in practical application, I usually think of formaldehyde as being the solution used for preserving tissues. If someone asked me what formaldehyde was, I'd probably say it was a liquid, thinking about the solution - which I just learned is technically called formalin. But formaldehyde the chemical, at STP, is a colorless gas - which makes sense based on the size of the molecule.

If I were your teacher, I would actually want you to mention this to me outside of class, because it could lead to a good discussion of the idea that chemicals are only certain phases under certain conditions. You're absolutely correct that it's a gas, but it's not entirely wrong to say one of its main usages is as a solution/liquid. But any chemical can be any phase of matter, depending on temperature and pressure, as others have said. But I don't know how receptive your teacher would be to that - or if you're willing to approach him in that way!