I agree they had you confused with an IFR clearance.

In Class B airspace, when you are VFR, you only have to say "unable
VFR in that direction/altitude" to any assigned altitudes or headings,
at which point the controller has a problem.

I'm a 130 hour PPL and I've always been given altitudes and vectors
when in class B (SFO and LAS). In Class C, they've given me a variety
of things. While north of San diego in class E, Socal had me fly a
vector for spacing around other traffic. I thought that was weird but
I have no problem with that unless they are vectoring me far far far
out of the way. I'm on flight following for traffic advisories and if
they give me a vector for other traffic, well that is what I'm paying
his salary for.

nevertheless, I thought it was weird too that they were vectoring me
as VFR and was also wondering if that constitutes a clearance or
a 'mere suggestion.'

Gerald