It's a shame you were given poor advice but ultimately, particularly in a cold location like that. you can't rely on there being anything other than a full size in the lots.
I rented in Miami over Christmas - probably the opposite of DEN - and even then, SUVs were in short supply, although I did manage to get a 2020 Subaru Outback from 5*. It wasn't my first choice but literally the only SUVs were a Kia Sportage and a Buick Encore. Otherwise there was even a 2019 or older Nissan Versa in PC (along with some cars that weren't devoid of any redeeming qualities, but we're only talking Malibus here), together with a boat load of pickup trucks in every section down to compact, and a few convertible and coupe sports cars, plus a decent number of Chrysler minivans.
Getting a car from PC is a gamble - if you can't live with a Malibu, rent the class you need or want. (And if you're not PC, repeat but assume you're getting a Sentra). Sometimes being PC works well but generally that's only at times of normal demand - not beach or mountain cities in the holidays. During those periods, they have to prioritize the people with specific categories assigned. Even in Miami, if I'd wanted a full-size SUV I could have booked one up until a few days beforehand, and there were plenty in the assigned spots.