Gary - did you call them on a published Initial Contact Frequency? Or on some discrete radar frequency?
If you called them on an ICF and requested flight information, they had absolutely no right to 'order' you to change frequency! FIS is never 'not available', but they can advise you to call a more appropriate agency. If they try to order you to do so, tell them that YOU will advise them when YOU decide, as Commander, that YOU wish to do so!
A while ago I advised a certain large aerodrome in central Oxfordshire (with a Class D CTR extending to 3500' on their QNH) that I was passing FL 50, climbing FL100 and crossing from south of their zone to the north. "Negative! Do not climb above FL 60 due to my traffic at blah-di-blah; maintain heading 280" came the terse reply. "Can do, but won't", said I. "I SAY AGAIN, MAINTAIN FL 60 AND HDG 280!!" howled the old bat on the other end of the radio. "And I say again, negative!! I AM continuing under VFR in Class G airspace, I AM climbing FL 100 to operate to the north of your CTR. Thank you for your time, squawking standby, to en-route, good day!" was the reply I gave. Now that was a while ago and perhaps I would be slightly more diplomatic nowadays. Not much though!