I think the "cultural" issue could possibly explain it best
There is no cultural issue here. The Captain was a former F-5 & F-16 squad leader. He's not going to take s**t from ATC or anyone else if he thinks his life and the lives of his passengers are in any kind of danger.
I understand in normal law, there is a 67 degree limit on bank angle, after which it will correct itself. But will the computers revert automatically to direct law if an extreme unusual attitude has been encountered? (Not wanting to start a debate about Airbus automation, but just genuinely curious).
There is an "abnormal attitude" law specifically for this situation (to allow recovery). It is a blend of direct and alternate laws, so there is still some limited protections. This mode kicks in at "extreme" attitudes and speeds, e.g., nose down >= 30 degrees or bank angle >= 125 degrees.