We definitely support transferring domain names out of Weebly. Once you purchase it, it's your domain name. If we didn't do that when you asked, I'm really sorry. That's our mistake and it definitely shouldn't happen. Would you mind emailing me at david+c@weebly.com with your account username or email so I can look into the situation and make sure that never happens again?
As far as domain name prices go, we handle a ton of things for you that are otherwise really hard. The domain purchase experience from Weebly compared to GoDaddy is night and day, and we've put a lot of effort into making it extremely simple and hassle free. A lot of people are willing to pay a premium to save them time and hassle with a domain name, but on the off-chance they'd prefer to go directly with another registrar (GoDaddy or otherwise), they are completely free to do so.