But sometimes there is story in constraint too. Having a tiefling actually be looked at as a demon, and therefore the cause of the town's draught-stricken crops or high percentage of deaths can get tiresome, especially when all the other players want to do is go slay a dragon. So if the DM literally says, there are no tieflings because they are devils and demons and not one person would ever trust one, let alone invite them into their kingdom, castle, inn, business, or house. You as a player, have a choice to make. Play a different character or don't play. To insist you still get to play it, and ruin other people's fun is selfish. To insist you play it, regardless of the lore dump given to you by the DM is again, selfish. You come off the selfish person in that scenario, not the DM who already has ten pages of lore around demons and devils, and a hundred pages of lore around the cultures and races and kingdoms that exist.