That's just them being lazy, to be honest. If this is a free host you're talking about, I can somewhat understand why they won't let you change subdomains, because you would have people doing it constantly. Trust me...I know from experience.
![Big Grin :D :D](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
However, if you're adding a permanent domain to your account, I don't see any reason they wouldn't make the change for you.