I also believe that one should be able to train anywhere and learn from anyone, although you probably should have a "main" dojo for where you do your gradings.
This instructor apparantly does not allow that. Most of us disagree with that, thinking that (as Janet puts so well) "there are many styles of teaching, learning, and doing aikido, and that I could learn something from each of them."
But shouldn't that be their choice as an instructor/dojocho/whatever. If someone wants to learn from this instructor then they should abide by their rules. The old "when you are in my house you do it my way" kind of attitude. As Jean points out this is the price that is paid for the knoledge received. If we complain about this because we want "choice" then we can hardly complain when this instructor "has chosen".
My advice would be to discuss why you want to train elsewhere from him and listen to his reasons why he thinks you shouldn't. If the two of you can't agree and you still want to train elsewhere then walk away. Shodan isn't so important that it can't wait another few years at another dojo.
Oh...and pick up that Yoshinkan pamphlet out of the garbage and go see them if you do decide to leave
My few yen...