It seems reasonable to ask a maneuvering space from ATC to align with ILS LOC course at MSA. However in Jeppesen Introduction section (of course this is an extraction from ICAO or FAA document) MSA is described as "FOR EMERGENCY USE ONLY"
That implies unless you have an emergency, you cannot use airspace as you wish even the altitude is at or above MSA.
Conclusion: I think technically captain is correct
Regards