I agree, they should have NEVER let you do something like that before first making sure that you knew how to properly defend yourself. It is like driving a car without a seat belt, and hoping that you don't crash.
I would either insist that they teach you how to defend yourself, or find a new club for sure. SJ is right. This is about you training, not them making money. Make sure that you are getting everything you want out of your training, or find somewhere else that will provide you with everything you are looking for.