GA SMT DEVIATION FROM CLRNC ROUTE.

Narrative

WE WERE DEPARTING MISSOULA; MT; ENRTE TO HAURE; MT. WE WERE GIVEN AN IFR CLRNC BY MISSOULA GND CTL WHICH SPECIFIED THAT WE CLB ON THE MISSOULA VOR 152 DEG R TO 9000'; LEFT TURN BACK TO THE MISSOULA VOR TO MAINTAIN 12000'; THEN CLB AND MAINTAIN 15000' AFTER XING THE MISSOULA VOR ON COURSE V187 TO GTF. WE ACCEPTED THE CLRNC; DEPARTED MISSOULA AND CLBED ON THE MSO VOR R 152 DEGS. AT 9000' WE STARTED OUR LEFT TURN BACK TO THE VOR; BUT THEN REQUESTED AND WAS CLRED FOR A VFR CLB TO 15000'; ON COURSE V187. AFTER BEING TOLD TO CONTACT ZLC AND CONTACTING THEM; THE CTLR ADVISED US TO MAINTAIN 11000'. I TOLD THEM THAT I WAS CLBING VFR TO 15000'. THEY SAID MAINTAIN 11000'. I COMPLIED. AT THAT POINT WE WERE HDG APPROX 030 DEGS TO INTERCEPT V187 TO GTF. ZLC WAS CONCERNED ABOUT AN AIRLINES FLT CLRED OUT OF MISSOULA TO HELENA AND HE HAD BEEN CLRED TO 17000'. WE WERE IN VFR CONDITIONS AND WERE WATCHING FOR THE FLT; BUT NEVER DID SEE HIM. ZLC WAS CONCERNED THAT I DID NOT FOLLOW MY CLRNC TO RETURN TO THE MISSOULA VOR; EVEN THOUGH I HAD BEEN CLRED FOR A VFR CLB TO 15000'. IT WAS MY UNDERSTANDING THAT I DID NOT HAVE TO COMPLY WITH THAT CLRNC AFTER HAVING BEEN CLRED FOR THE VFR CLB TO 15000'. THE SUPVR INFORMED ME THAT WAS INCORRECT. I BELIEVE THAT IF AN ACFT IS CLRED FOR A VFR CLB; HE SHOULD NOT HAVE TO FOLLOW A TIME CONSUMING IFR DEP PROC; AND SHOULD BE ALLOWED TO CLB TOWARDS HIS FILED ROUTE; PROVIDING HIS OWN TERRAIN SEP; AND HIS OWN SEP FROM OTHER ACFT. ZLC DID NOT INFORM ME OF OUR PROX TO THE ACR Y FLT. I'M SURE THAT IF HE WAS WITHIN 3 MI; WE WOULD HAVE SEEN HIM. I DID HAVE A COPLT WITH ME ON THIS FLT.