That sounds like a silly made up rule by someone who doesn't want to work or doesn't want their employees to work (although I'm sure the customers trying to check in also appreciate it). Maybe try at your destination? I'm sure Denver is innundated with ticket purchases and I'm surprised Frontier doesn't have a dedicated line for purchases there like Spirit does in their focus cities. It's probably technically legal but sure isn't providing a reasonable level of customer service.
I've heard baggage service will sometimes sell tickets if they arent busy. That might be worth a try.