IMHO, though we as students should not blindly follow anything our Senseis ask of us, I think we "owe" it to our Senseis to do as they wish (within reason, of course). I personnaly look at it as part of my own training, but that's just me.
As you put it "i don't want to let my sensei down, because he spends a lot of his time teaching us."
As for federations, you will only know for sure once you try it if it's not for you. And you can always leave later, no?
Follow your heart.
PS That is a great quote!