HELI ON SVFR CLRNC ENCOUNTERS WX AND HOVERS CAUSING CONCERN AND QUESTION FROM ATC.

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SBOUND OVER INTERSTATE X ON TFC WATCH (NEWS GATHERING) 7 MI OUTSIDE ZZZ. REQUESTED 'SPECIAL VFR FOR 'E TO N.' 'E TO N' IS A PRE-APPROVED RTE; ALONG INTERSTATE X EBOUND; THEN TURNING NBOUND OF HWY INTERCHANGE; THEN N ALONG INTERSTATE Y NBOUND OUT OF CLASS C. AT THE TIME OF REQUEST; WE COULD SEE DOWNTOWN SKYLINE; BUT HAZY. ATIS WAS RPTING VISIBILITY 2 MI; CEILING 2300 FT OVCST. WE SQUAWKED OUR CODE XXXX FOR 'FLT Y' AND GOT APPROVAL FOR OUR SPECIAL. WE PROCEEDED EBOUND; ENCOUNTERING LOWERING VISIBILITY DUE TO FOG ABOUT 1 MI NW OF ARPT. I REQUESTED TO TURN BACK WBOUND; AS FURTHER FLT E OR N WOULD PUT US IN DETERIORATING VISIBILITY DUE TO FOG. CTLR DENIED REQUEST BACK WBOUND. I ASKED AGAIN SAYING 'I REALLY; REALLY WOULD LIKE TO GO WBOUND.' HE DENIED ME SAYING; 'I CAN'T LET YOU DO THAT. I HAVE AN APCH INBOUND. I NEED YOU TO CONTINUE NBOUND.' I STARTED N; BUT RAN INTO FOG; SO PULLED INTO A HOVER TO WAIT UNTIL HE COULD CLR ME BACK W. ABOUT A MIN LATER HE ASKED IF I WAS FLYING WBOUND. I SAID 'NO; I AM HOVERING HERE.' HE SAID 'I CAN'T LET YOU STAY THERE; EITHER. YOU NEED TO GO N.' SO I EDGED N AND W TO CLR THE AREA OF FOG. ABOUT A HALF MI FURTHER AND I WAS BACK INTO BETTER VISIBILITY. I ANNOUNCED I WAS NBOUND. CTLR TOLD ME TO SQUAWK 1200 SVCS TERMINATED. I WAS STILL IN HIS CLASS C WITH ABOUT 1 MI TO GO TO CLR. WE CONTINUED NEWS AND TFC RPTING FOR ANOTHER 20 MINS BEFORE ENDING FLT IN UNCTLED AIRSPACE. I KNOW I SHOULD HAVE SAID 'UNABLE TO MAINTAIN VFR NBOUND;' BUT FEARED REPERCUSSIONS FROM ZZZ ATC. I HAD GOTTEN CHEWED OUT OVER FREQ FOR BEING W OF THE FIELD AND I WAS 7 MI OUT IN UNCTLED AIRSPACE! 3 MONTHS AGO! BY THIS GUY.