I can tell you that I have been told to intercept the ILS at altitudes
well above the glideslope intercept altitude at the FAF by ATC. I have
been cleared for the approach outside of the FAF. I followed their
instructions and flew the approach. Never have had a problem. I don't
see what the problem is, so long as you are intercepting the glideslope
from below, and so long as you are at least as high as is charted you
should be. So long as you make sure you are at the proper altitude when
you cross the FAF, I don't see the problem. Unless I see it as unsafe
or some obvious violation, I do what ATC tells me to do.

What did your CFI tell you to do? Decline ATC's instruction? If you do
that, the ATC guy is going to be confused and probably ask you what it
is you want to do. In which case you can tell him that you want to go
down to 1800' and intercept there. Ok, descend to 1800', intercept and
cleared. Not much different than what you did, now is it? In the
meantime, the freq is crowded and in all the confusion someone else is
hosed, maybe you too as ATC might have to leave you and talk to someone
else. Or maybe, in the meantime your plane has gotten out of shape
(have fun going missed). To some extent we pilots have to rely on ATC
to be telling us to do the right thing. Sure, watch out for being
cleared into a mountain, but something like this seems ok to me.....

Some pilots take the tactic not to have ATC control them, but have them
control ATC by telling ATC what they are going to do and that they
expect that as their clearance. You can try that approach, but
sometimes it backfires. Me, I have discovered I can't fly the airplane
and do ATC's job too. But then I rarely have the luxury of a copilot.