IF you live in the Apple ecosystem all in, that's the kind of thing that you have to deal with. It is the reason why I do not use iTunes Match, Apple Music, iCloud Photo Library and any other feature that entrenches one further into the Apple grip.
Having said that, you can always download the photos to your computer and then delete them on your device and get out of that Apple loop. Read the very last part of the iCloud FAQ here.
iCloud Photo Library FAQ - Apple Support
I Will never understand why it is so important to people to have access to every single song in their music library (iTunes Match/Apple Music) or every single photo (iCloud Photo Library) that they have ever taken on a mobile device, professional reasons notwithstanding. Sorry, just my 2¢.