the cop was probably well intentioned, advising that it was very dangerous during rush hour. it could be from his experience that he has observed more accidents during those times than you would ever encounter (hopefully you would never encounter one). that said, if it wasn't rush hour, then can one presume that it's not dangerous to do the left turn?

anyways, it is well within your rights to do the turn from the lane, and as other posters have replied - maybe gender and gear made the LEO act the way he did.