Mistwell
Crusty Old Meatwad
I think the DM's ruling was correct. Your character didn't know, and had no way of knowing, that allowing you to get away was an explicitly deadly action for the cultist. However, that doesn't change the fact that that was an unreasonable request. That's just how reality works. That is to say, this was unfair in the same way that real life is unfair. That's a feature, not a bug! Sometimes you get tripped up by things you don't know.
You had no way to know that sword was cursed. You had no way to know that floor was an illusion. You had no way to know the sheriff was a Doppelganger. You had no way to know that the cultists were instructed to return with the treasure or face execution.
Most likely just because the DM didn't think beyond, "a spell was cast that grants a save; let's roll the save before thinking beyond that." However, if you think deeper, it was actually most correct to do it that way! Since the casting character has no idea that their suggestion was unreasonable or why, telling the PC that the NPC doesn't need to roll is giving out metagame information. It's better to just roll.
Indeed, this is a perfect example of when the DM should be rolling behind a screen. Then the DM can say, "The spell doesn't appear to have had any effect." It doesn't matter why there was no effect. The PC doesn't get to know that. They might be immune to charm, or they might be illusory creatures, or they might not understand the language the PC spoke, or they might not have been able to hear the PCs, or they might've made their save, or it might be unreasonable, etc. There are lots of ways for the spell to do nothing. Why should the DM tell the PCs which one it was?
The decision concerning the reasonableness of the request was made when the DM said the save would be with advantage, explained the reason for that and that they were not immune to suggestion and by implication that they were in fact susceptible to suggestion but with advantage, and then rolled in front of the players. The DM had ALREADY told the players before he even made the roll.
There are things the DM doesn't know. That's just how reality works. That is to say, this was unfair to the DM that the DM fixed their decision before the roll in the same way that real life is unfair. That's a feature, not a bug! Sometimes you get tripped up by things you don't think of beyond "a spell was cast that grants a save."
Had the DM thought more about it before saying that and giving advantage and making the roll and doing it in front of the players, they would likely have made a different decision. But they did not. So, them's the breaks! You live and learn and hopefully become a better DM for it.