The one thing we should try to do is stop young Futsal players expecting their GK to hurl the ball down the pitch every time it goes out and they need to restart play with the GK. Its bad practice, develops bad player habits, usually sees the ball lost and coming back at you, and significantly minimizes the number of touches each player gets on the ball in a game.
There is a time and place for a good tactical throw to one of your players and that should be practices as well. But that is quiet different to just chucking the thing because your coach doesn't want to risk the occasional disaster by playing out from the back. Keep the ball where you can and play it out. This keeps all the players moving and in the game.
There are a couple of set plays on this video that may give you some ideas. Practice playing out from the back and keeping possession in Futsal. A lot more fun than chucking it away.