AN LGT FREIGHTER CREW DEVIATED AWAY FROM HVY WX WITHOUT PROPER ATC CLRNC.

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WX SCENARIO: DUE TO SEVERE WX; CVG ARPT CLOSED FROM APPROX XA15 TO XB45. NUMEROUS TSTMS; WINDSHEAR RPTS AND HIGH WINDS WERE NOTED. PASSAGE OF THE WX WAS FROM W TO E. AFTER WAITING FOR PASSAGE OF THE WX AND MONITORING SEVERAL DEPS; THE DECISION WAS MADE TO BLOCK OUT. OUR FILED RTE WAS ENE WITH DEPS FROM 18L AND R. THE WX WAS NOW E OF THE ARPT. ON THE 18L RUNUP PAD WE ASKED THE TWR IF ANY OF THE PREVIOUS DEPS TURNED L (E). HE STATED ALL HAD EITHER TURNED R (W) OR CONTINUED STRAIGHT OUT. WE STATED WE WOULD LIKE A R TURN AS WELL. BEHIND A DEPARTING FLT WE WERE CLRED INTO POS AND HOLD; AND TOLD A R TURN COULD NOT BE APPROVED BY THE TWR. WE THEN ASKED WHEN WE COULD EXPECT A R TURN. TWR REPLIED 5 MI; PREVIOUS DEP WAS ALREADY 5 MI AND IF WE COULD NOT ACCEPT STRAIGHT OUT TO CLR RWY; STRAIGHT OUT FOR 5 MI WAS ACCEPTABLE. CLRNC WAS GIVEN FOR TKOF WITH A RPT PREVIOUS DEP WAS AT 7 MI. WE ACCEPTED TKOF CLRNC AND DEPARTED. AFTER TKOF AND CLEANUP WE WERE GIVEN TO DEP AND REQUESTED A R TURN WHICH WAS DENIED AND TOLD TO MAINTAIN RWY HDG. WE NOW ENTERED MODERATE RAIN AND TURB AND ASKED DEP WHAT WX HE WAS SHOWING ON HIS RADAR. HE REPLIED 040-240 DEGS. WITH AN INCREASE IN RAIN AND TURB; WE AGAIN ASKED FOR A R TURN. WE WERE TOLD WE WOULD HAVE TO TURN L TO JOIN OUR FILED RTE (INTO THE WX). WITH A FURTHER INCREASE IN RAIN AND TURB; THE CAPT INITIATED A TURN TO 300 DEGS AND ADVISED ATC. ATC REPLIED 'STATE YOUR INTENTIONS.' WE ASKED FOR A FURTHER TURN TO THE NW. DEP CTL APPEARED TO BE CONCERNED ONLY WITH PUTTING US ON OUR FILED RTE AND NOT INTERESTED IN OUR WX CONCERNS. THERE WERE NUMEROUS DEPS BECAUSE THE ARPT HAD BEEN CLOSED. MAYBE HIS WORKLOAD WAS TOO HIGH TO ACCOMMODATE US. IF THIS WAS THE CASE; I SUGGEST FEWER DEPS BEING AUTHORIZED WHEN DEVS FOR WX ARE OBVIOUSLY NECESSARY. SUPPLEMENTAL INFORMATION FROM ACN 213383: I FEEL IT IS NECESSARY FOR ME TO RPT THIS INCIDENT SINCE THE CAPT ELECTED TO DEVIATE FROM AN ATC INSTRUCTION; EXERCISING HIS PIC AUTHORITY.