Lonnie,
Services are workload permitting. Remember, the "clearances" that controllers issue is essentially
them permitting you to conduct your requested operation.
Let's say you filed an IFR flight plan, and your route was not acceptable due to airspace conflicts, and the controller had to issue you a reroute. You asked the controller for permission to fly this route. He said no, because of
[insert reason], but he will allow you to fly
[this route] instead. You don't have permission to do anything until he issues the clearance. The controller's job is to ensure the safe and expeditious flow of air traffic, which sometimes means that not everyone can receive the clearance (or permission to enter the controlled airspace) that they desire. This is especially true with VFR services, such as VFR practice approaches and flight following. Sometimes, controllers don't have time to deal with giving you flight following if they are too busy.
IFR practice approaches are slightly different, in that technically you are treated like any other IFR aircraft and receive the same services as they do. However, if they give you an approach clearance, they are automatically clearing you to go missed at the missed approach point. Once you go missed, follow their instructions and make your request. They should be able to vector you back around and try again. However, it is imperative that you understand the potential delays associated with going missed during an event and the inability of ATC to give you any priority service to get to the airport.
Emergencies are one thing, but they can be denied in VATSIM. The reason for this is because pilots in the real world declare emergenices because it is actually an emergency and was unintentional. On VATSIM, "trolls" might delcare an emergency because they want to try to get priority service to the airport. This is not always feasible during an event, especially if the guy is being a troll. Oftentimes, emergencies are diverted to other nearby airports. You must remember that emergencies should rarely be used as excuses on VATSIM to mess up the flow. In the real world, aircraft are diverted, put into holds, and the airport is closed for this one emergency. We aren't going to do that on VATSIM. You can just disconnect. If we are not very busy, we might accommodate it. At my work, we have to accept emergencies because they are "real" (or used for training). Here, we don't.
In your case of being refused the ILS into Philly, I don't control that airspace, so I do not know about their procedures. If I were controlling you in my airspace, I would have given you your request, pending it did not conflict with other operations. If you requested some weird NDB/DME-A approach with a circle... sorry, you're out of luck... LOL
I can give you an ILS, but it might take some sequencing. The best thing you can do is be patient in that instance. I'll get you in, but we gotta work together here. I'm here to serve you, but you're not any more special than the 50 other guys I'm trying to flow into the busy event smoothly.
I hope this helps you! HMU if you have any questions.