As a nitpick, I'd like to point out that this isn't happening because you have IPv6, it's happening because you're on their newer platform which uses DS-Lite, and VM deliberately disable modem mode when you're on this platform because some routers don't support DS-Lite.
The new platform has v6 and the old one doesn't, but that's not the reason you're having this problem.
I'll also add that the new platform does provide v4 too; however, unlike the old platform, it's CGNATed, which renders a DMZ feature useless since inbound connections on v4 can't reach your router in the first place. There's no point in telling your router to do something with an inbound connection if your router won't ever receive any inbound connections. That'll be why the DMZ feature is disabled.
When you asked them to "give you a v4 address", they interpreted that as a request to be moved over to their old platform, where router mode isn't disabled.
I'm mentioning this because I'm super fed up of people blaming v6 for problems that aren't its fault. In fact, all of the problems here ultimately derive from the very problem that v6 is the fix for.