My mentor/development lead asks me to write a new unit test-case for a newly written control flow
How did that control flow come to be written, unless it was needed to pass a failing test? By the definition of TDD, no production code will come to existence, unless there first exists a failing test which requires that piece of code to be written. So you must have been writing the code using some test-last technique and not TDD.
I recommend you to read the article The Art of Agile Development: Test-Driven Development. You can practice TDD using this tutorial.
I think that your mentor using the phrase "whenever it makes sense" can be harmful, especially to people new to TDD, because it's not possible for one to make a good decision about that until after have many years of experience, after one has reached Ri-level. On one occasion when Kent Beck decided to not write a test, it was appropriately commented by Ron Jeffries: "I trust you, and about three other people, to make good short game decisions."
You should always write a test first. Anything that could possibly break requires a test. Only things that could never break, because of somebody changing the code, don't need tests. For example declarative code rarely breaks: static HTML layout code on a web page is generally not worth testing automatically (you must test it manually to see whether it looks right), but anything dynamic is worth testing.