Is there a reason I should use 1 tick resolution instead of 1 minute resolution?

When I started making strategies and backtesting them, I was using 1 minute resolution. But I looked at the candlesticks on my charts and saw that my entries and exits weren't as precise as they could be; just using the candles didn't seem as profitable. I kept thinking "I could have bought lower and sold higher."

So I started using 1 tick resolution, and my strategy became a lot more precise, and more profitable because I was able to enter and exit exactly where I wanted to, within a bar. But then I realized I only had a few years of data, and I started looking around for tick data..

Today I called a company based out of London and asked them about tick data, and they told me that I shouldn't be using tick data, I should be using minute data because I'll run into problems with slippage otherwise, and that I would also run into "other problems," which they did not elaborate on. I was confused because it was my understanding that normal slippage on the ES was 0-1, but normally 0, especially trading with the small number of contracts I plan to.

Am I missing something? The person who gave me this advice is a professional trader, so he's probably right, but I don't understand why. Could someone explain to me why I should be backtesting with a resolution of 1 minute instead of 1 tick, and eventually running a strategy that decides when to trade once every minute instead of once every tick?