Not allowed to use Acrobatics vs Grapple Ankheg

Now, I know this sounds like something small, but it did annoy me. We were fighting an Ankheg. We killed one, and after combat ended the DM had another one come up from the ground and grapple me with no checks to find it (we even have a player with a passive perception of 21). It had its full turn attack and movement, then he had it start at the top of initiative after that giving it effectively two rounds in a row.

This was a little bad, but I’m okay with this. He then would not let me us acrobatics to escape because it was a vice grip, so only athletics as a ranger halfling. It seemed weird, but I wasn’t sure if it was something with the creature. I checked after and couldn’t find anything. Also, the creature was put to sleep by a spell, but he said that still in its sleep it would keep me in its grip for only athletics checks. I enjoy the game, but I get very frustrated when the DM changes the rules to punish the players. Please let me know if I am crazy here or if I’m just being a big baby about it. He consistently does this type of thing, and I’m starting to get kind of worried for the future of his sessions, but perhaps it is just me.