It's not a problem with you, it's a problem with your DM. You are perfectly entitled to ask for stuff like that.
If a player asked me a similar question, I'd likely say "So, you'd like to have an at-will attack that dealt magical damage equal to crossbow damage; we need to consider the implications of that - ignoring DR, interactions with spell resistance, no need for ammunition, no need to worry about warp wood, fire-based magic, and so on. I'm not opposed, but you'll have to make a tradeoff of some sort. Either that, or just invent an illusion cantrip that turns your crossbow bolt into a 'magical zap' for the purpose of appearances."
BTW, you make it sound like it's only a flavor choice. Now, I don't play in 4E, so I'm not sure if it'd be only a flavor choice there, but in 3.x it's a WHOLE LOT MORE than just a flavor choice.