the Jester
Legend
You have at least one DM who falls into the "control freak" category. This incident is, unfortunately, probably indicative of many more to come. Either address it now, and make it clear that denying you the ability to buy magic items is making the game less fun (assuming that's the case), or drop the DM(s) in favor of a new one.
If "no magic item shops" is a dealbreaker, you're probably not going to enjoy a lot of peoples' campaigns. This doens't make the dm a control freak, it's a playstyle choice.