Short answer
I would like to mention five takeaways for you that these situations exemplify and are important for every martial arts student before I go into the specifics of the described situations:
- Instructors are humans.
- Therefore, even if they should be more explicit and explain their decisions and forms better this is often not the case.
- Therefore, it is partly your own responsibility to ask if any questions are open, even if it is hard for beginners to know the questions in the first place.
- There is often/always a good reason behind what and how they do it even if it is not mentioned and the best practice is to ask instructors why they do what they do/how they do it.
- If they cannot or are unwilling to answer this explicit question, they are bad instructors.
Long answer
General remarks on expectations vs. reality in martial arts
1. Unwritten rules: If the place is very competitive and playing rough, full of young people with too much energy, it may well be that this is the way how they train and that the unwritten rule is "that which is not forbidden is allowed". I myself came to some places that trained this way and did not make any difference between strong, experienced people or others with weak physique and obviously less experience. This can be very intimidating and not that much fun for inexperienced players but it often also means that the training there is high-level and if you stick to it, it will benefit your game in the long run. The "messing around" comment fits this attitude perfectly.
2. Hierarchy of rules: When I read your second anecdote at the bottom, I immediately thought that the instructor was correct, in a sense: When you talk in a fight, you can get disqualified and immediately lose the competition. It doesn't matter if it was unfair at that moment (and it was), the more important lesson to be learned here was that whatever happens, you should never complain in a fight. And the instructor decided that this is what was more important here. There are little breaks of rules all the time and you won't get anywhere if you do not learn to get over it and fight. I, personally, prefer to explain these situations and my decision to the group after the fight has ended. Not every instructor thinks this way.
3. Sambo is itself pretty rough. At first sight, it may be very similar to Judo but it in fact is much more straight to the point about winning, less about education and values than Judo. Therefore, entry into an established group without much experience or physical training may not be what the group is good for. But if you bite through it may well be worth it.
That being said, everything comes down to your own ideas and values versus what is lived in the respective places. Yes, martial arts are about mutual respect. But it is also - first and foremost to many - learning how to win in a sports match and especially for grapplers it is often about the direct physical contest. So if your goal is more about having fun and some relaxed rolling, maybe these places were simply not fitting you and your goal as they were too competitive. I know for sure that there are Judo places that fit a more relaxed attitude but cannot vouch for Sambo as I lack the experience there.
On the exercise and situation specifically
As @DaveLiepmann pointed out in his comment, purely slapping the knees might be a nice little exercise for beginners to learn footwork and hand-eye coordination. But if you add a little "messing around", ie. not-too-serious clinching and control, it suddenly becomes a very good warming up exercise for grapplers that is physically challenging and both intuitive for beginners as it only involves basic brawling and a clear goal without too many technicalities and fun for more advanced players as it is a bit out of the box.
Thus, keep an open mind and never presuppose anything. It is always a good idea to be open about new input and possible advantages of ideas, input, and exercises that are completely new to you. What this should have taught you is to ask very specifically about what is allowed when confronted with new groups/exercises since there are very few instructors that are fully explicit about it after some decades of using the same drills over and over. It is hard to keep in mind that not everyone takes all these details for granted that so became blood and bone to you.