I have two, perhaps divergent, answers to the stated question.
The first answer is: If your players explicitly sign on for playing a well-known, well-defined setting, and then get pissy about that setting not including stuff they want, the problem is in their court for agreeing to play a thing that didn't include their desired parts. What I mean by this is, it's foolish to get upset that there are no Dwarves in Tamriel, when the DM was very specific that this would be a canon-faithful Elder Scrolls game, and you agreed to play in it. I see this as being no different from the DM handing out, say, a double-sided sheet of "campaign info" laying out what options are present/missing, and a player saying, "Yes, I agree to abide by all of these restrictions," only to turn around a minute later and complain, "Why can't I refuse to abide by these restrictions???" Because you said you would, that's why.
However. I have another response, and it's one that I'm not sure a lot of people will like.
I don't think most DMs do this with their custom campaigns. I don't think they decide on a setting with specific elements that are, and aren't, present, and furthermore that they fail to make sure the players are informed about this in advance. I think it's a lot more like, "I want to run a D&D game, who's interested? It'll be full of adventure and danger and phat lewts!" The player, in that case, is not making at all the same kind of commitment discussed in the previous paragraph. All they're committing to is "playing a game." And when the DM leaves things up in the air like that, without specifying what is allowed and what is not, it is their fault if there's a later conflict of desire or intent.
Unfortunately, I find that many DMs who make custom campaign worlds, or who claim to want to let the world develop organically, pack in a huge number of preconceived notions about what "is" and "isn't" "a D&D game," such that they feel that they were being highly specific when they weren't. This can sometimes result in the appearance of being almost...gleeful about denying options to players that the players thought were perfectly acceptable. Dragonborn and Tieflings are especially vulnerable to that, but it can happen to almost anything. I'm a huge, huge believer in accepting and supporting genuine excitement and investment whenever and wherever it appears--as long as it isn't exploitative or clearly attention-seeking. Deciding that swordmages/EKs/Warlocks/Dragonborn don't exist in your universe because they're dumb and I'm the DM so what I say goes is, IMO, terrible practice. It teaches players to avoid getting excited about anything, lest the DM banhammer fall--even if that's not the intent.
Instead of coming down hard and arbitrarily, talk it out, give some kind of answer beyond "because I said so," have an adult and positive conversation. "I'm not a fan of the 'fighter-mage' character--the discipline required by each part always seemed too difficult for one person to master both. What is it you like about 'swordmages'? Maybe we can find a way to please both of us. Perhaps you just like having some spells and doing magic damage when you hit with a weapon? We could tweak the Paladin--cobble together a custom 'witch-hunter' oath--if you like that idea." If the player's desire is in fact exploitative or attention-seeking, such a conversation will almost surely reveal it (especially the latter), and if it's not, you may find yourself pleasantly surprised by the interesting things that can come from talking it out. Lots of DMs say they like to be surprised by the results of the dice--I just wish more of them were open to being surprised by the way their players can shape the campaign world.
When you directly tell your players, "I want to play a centaur-only campaign," and they agree? It's their problem if they want to play something else, and they shouldn't have agreed to it in the first place--they can either accept it or leave. When you only say, "I want to run D&D," and people start choosing classes and/or races that you don't like? It's your problem. You can either accept that the game will be different from your expectations because you didn't communicate them clearly, or you can try to negotiate with the players to find a compromise that fits the vision you hadn't articulated.
