I also had this discussion when learning this course. Basically the cross validation data (not testing) is used to indirectly influence the learning of weights in the model.
How I think is (using student and exam analogy),
- Training Data: Example from book / question bank
- Cross validation: Student checking his/her knowledge based on what they just learnt from the example, if they choose same examples they might be biased to the factors (keyword in question, ordering of question and etc), but actually not learning from these examples. They are just for personal check if they gained any information to solve the questions or not
- Testing Data: Mock test paper conducted by the coaching institutes