Actually, that's a case where I'd disallow it. He's giving free movement to another player. That's not the same case as using a standard action to give yourself movement... if the Warlord wants the benefit of such a power, he should be in combat where his abilities function, unless he can give a valid narrative on how his attack allows an opening where his friend can close around the air.
However, if you allow it, that's also your decision to make. If I were a player at your table, I wouldn't mind, and I'd use it as an opportunity to do cool things. And if you didn't allow it, I'd use other opportunities and still do cool things.
The onus is on the DM to decide, but he doesn't have to by default. The -player- needs to make a case.
'You may, if the DM allows it, attack objects' doesn't mean 'You may attack the air.'
Sometimes it does, sometimes it doesn't, and that's solely the DM's decision to make. And when you sit at a DM's table you accept that when you seek to bend the rules, he has -every right- to say 'No.'
He's not denying you -anything.- He's simply not allowing you to go against the rules.