There's no valid reason for you to be suffering like this--you either need a new doctor, or you need to educate the one you have.
Yes, some doctors are resistant to iron infusions. If you get the entire necessary dose in one infusion, you run some risk of developing anaphylactic shock. If you don't, the infusion is a breeze; if you do, it's a scary situation for you and your doctor. The infusion has to be done in a hospital, in case this problem develops.
My gastro doctor sent me to a hematologist/oncologist, who was very hesitant about having me take my iron by infusion. What she finally decided to do was to break the big dose into 16 smaller doses, administered once a week for 16 weeks. This minimized the risk of complications and shock, and it allowed me to have the IVs either in the local hospital's oncology clinic or at her office. In both cases, I was surrounded by inspiringly brave and funny cancer patients, and it turned out to be an important experience--made me remember that there are plenty of people a lot sicker than I am! Each IV took about 90 minutes, during which I read, talked to people, or watched TV. I had no side effects at all.
Like you, I couldn't take oral iron, which aggravated my Crohn's. My doctor initially recommended weekly iron injections, but I refused after I saw photos of the way they can make your butt and upper thigh brown and lumpy, pretty much permanently (since you have to keep taking the shots forever). The infusions were a great solution for me. If I had to have them again, I wouldn't be thrilled (I've had enough IVs to last me the rest of my life!), but I wouldn't be upset, either.