Being originally from Baku and having flown through its airport many times, I am not surprised with the experience you had. The airport is run by a man (Jahangir Askerov) with close ties to President, and he is pretty much free to do whatever he wants. This trickles down to poor customer service and retarded rules at times. And, they don't care who you complain to, because they have a good "roof".

I am sorry for the experience your had, though it's probably not bmi's fault.