Is this a LEGAL Approach???

I filed and got clearance for a night IFR flight to a private airpark (15FL) with no published approaches and had a nearby airport (KLCQ) as a waypoint in my flight plan where I was planning an approach to get under the ceiling and then fly VFR to the destination airport. However, when I contacted Jax Center to request the RNAV 28 approach at KLCQ which is 5 NM from the destination airport I was told by the controller that she could not "legally clear me for the approach unless I was landing at KLCQ". First time since I started flying that route that ATC denied me the approach to then continue on to destination. I always cancel IFR prior to reaching the MAP and continue the flight to destination either SVFR or VFR.

What do you think?