Dear Lantirn,
I'm very familiar with CFU airport and I share your feelings. I go there regularly. It's indeed ridiculous that ATC would not allow you to do a visual after breaking clouds on the RNAV35.
Anybody familiar with the airport will know that there are no close in obstacles on downwind or base leg for RWY17. You're flying over the water! So as long as you're VMC below the clouds and have the terrain in sight north and west of the airport, flying the visual approach as you intended is a perfectly safe and sensible thing to do!