No. Just no. That is not a bad GM.Ok, let's run with this example.
Now, we do need some more information. Why is the DM saying no to a Warforged? Is it something in the campaign? Again, I mentioned things like survival themes. A war forged, since it doesn't eat or drink, has a significant advantage in the setting that I can totally see being a solid reason for not including.
But, is the DM simply saying "No warforged" out of some sense of canon loyalty? There were no warforged in 2e, thus we don't have warforged in our current game? That's a bad DM.
What if the player asked to play a Vulcan Jedi? Or an anthropomorphic boot?
The GM curating available player options does not make them a bad GM. That's ridiculous on its face.