I can not file or petition from the US for the Fiance Visa.
Unfortunately, that's the law and there's little one can do to get around it - I understand your frustration.
In a way I see their point - they are just trying to cover their backs - tax payers' hard earned taxes ;-)...
However, have you checked whether the sponsor need to be a relative, i.e. will a friend's affidavit not suffice?