I am dismayed at the attitude of some people in this forum.
Are you legally entitled to transit a MATZ without clearance? yes.
Is it a sensible thing to do if you have been refused? NO.
How do you know what is going on inside the MATZ? Are you trying to suggest you know more about the current activity than the controller? Bearing in mind that a large proportion of radio traffic is on UHF frequencies that the majority of GA aircraft can't hear.
If you are in a MATZ and you have an airmiss, do you honestly think that the investigation would simply come to the conclusion 'but he was legally allowed to be there' especially if ATC had advised him to stay away?
If you can't comply with the instruction to transit at 3000' (and other than cloudbase I can't understand why that would be an issue) then simply let the controller know you are unable to comply and they will do their best to help you out.
Oh, and don't forget (as gasax mentions) there is still an ATZ that you ARE legally obliged to avoid.