I've generally found that embassies from any country, in any country are always more difficult to the deal with that the corresponding departments in their home countries.

If you entered the UK on a tourist visa (assuming you had that right), then could they seriously insist that you leave the country (and your husband) in order to complete a process to allow you to come back to join him? Seems pretty insane to me!

The exception would be if you were from a "bad country" which needed an application for a tourist visa from outside the country.