Ran into the same problem June of last year. My wife and I were flying PHX - CLE for her sister's wedding. We were in F and had her bridesmaid dress in a clear (think drycleaning) bag. Wanted to hang it up so it wouldn't get crushed up above. We got the same response without explaination. I even offered to take it out of the bag and they still said no.

Ended up having to wait until everyone put there stuff up above and then put the dress on top. All in all it worked out just fine, but I still would have preferred an actual explaination instead of a flat out no.