ACR MLG HAD DECOMPRESSION; DECLARED EMERGENCY; AND WAS NOT HAPPY WITH ARTCC CTLR RESPONSE TO EXPEDITE TO LNDG.

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DECLARED AN EMER DUE TO A LOSS OF CABIN PRESSURE. CREW SUSPECTED; BUT COULD NOT CONFIRM; A POSSIBLE BLEED LEAK/FIRE DUE TO EVENTS PRECEEDING LOSS OF CABIN PRESSURE. REQUESTED DIR TO LAS AND WAS DENIED TWICE. I FIRMLY REMINDED ATC THAT WE WERE IN AN EMER SITUATION AND I WANTED THE ACFT ON THE GND ASAP; ATC THEN COMPLIED. INITIALLY ATC WANTED TO VECTOR US ABOUT 90 MI TO THE E OF MIL AIRSPACE N OF NELLIS AFB. ATC WAS ADVISED OF PRESSURIZATION PROB. HOWEVER; CREW DID NOT AND SHOULD NOT HAVE TO EXPLAIN LOGIC IN REQUESTS DURING AN EMER. IT WILL ONLY ADD TO THE WORKLOAD IN AN ALREADY BUSY 2-M COCKPIT. I DID NOT HAVE TIME TO EXPLAIN THE AIR CONDITIONING SYS OF THE MLG; WHY THE CREW THOUGHT THERE WAS A POSSIBILITY OF FIRE. I DID HAVE THE TIME TO GIVE ATC KNOWN FACTS OF WHAT WAS OCCURRING ABOARD THE ACFT. MY FIRST CONCERN IS MY PAX AND ACFT NOT EXPLAINING WHY WE NEEDED THE MOST EXPEDITIOUS ROUTE TO LAS. ATC SHOULD NEVER SECOND GUESS THE PLT DURING AN EMER. I FELT THE CTLR WAS THINKING IT WAS ONLY A PRESS PROB; SO IT WOULD BE OK TO VECTOR US CLR OF MIL AIRSPACE. IN AN EMER ANY REQUEST MUST BE COMPLIED WITH. THAT IS THE PURPOSE OF DECLARING AN EMER IN THE FIRST PLACE.