This is actually pretty important, and actually you can do this (probably in a more polite way) to your manager as well. Not wanting to be interrupted = focused. focused = more progress in development.

If you are interrupted in while working on a very complicated subject, going back to the same focus level takes up to 30 minutes for me. The time I could spent on fixing stuff.

I am happy that most of my employers / managers understood and appreciated this.

You can explain them with this comic as well: http://heeris.id.au/2013/this-is-why-you-shouldnt-interrupt-...