OK, I made another trip down to COS and it raised a question.
After my departure I was told to turn left heading 330 and did, which is a direct heading to the Air Force Academy (class D).
About 10 miles south of the Air Force Academy (class D), they stated 'resume own navigation' so I promptly turned East away from the Academy, and the mountains, towards my stated heading to clearance of 010.
About 30 seconds later they stated turn left heading 330 for departing traffic, which I did, and after a couple minutes I was within 2 miles of the class D at the academy again before they cleared me to resume own navigation and I barely missed it.
The ceiling of the airspace is 8800', I was at about 7000 and climbing slowly at 400 fpm and 70 knts (Cessna 152

).
My question is don't they see they are sending me straight into a potentially bad situation? Am I making a big deal of nothing?
What do I need to do differently?