I wouldn't be disappointed. They are making a PIC decision. If it's a little windy out, depending on where my student is in his training, we'll cancel or we'll go up. If I want my student to get some landing practice and he is not practicing landings for the first time, we'll go up in 20kt winds. I always have to students text or call me before I leave to talk about weather and NOTAMs. I'm not always going to be there to hold their hand so I let them make decisions to go or not go pretty early. Obviously if it's 500ft ceilings and gusting to 40kts and they still want to go, I'll step in and cancel but I ultimately let them make the decisions because that is what they'll be doing once they get their license.
I just don't think it's appropriate for a pre-solo student (or even a pre-solo XC student) to be canceling flights for weather when there is clearly a learning opportunity to be had. It is my decision as the instructor to make those decisions. If all my students canceled when the winds were 20 knots..... well most wouldn't fly ever. If I was allowed to cancel every flight as a private student that I felt was too windy I still wouldn't have my private.