The coach probably did this for financial reasons. This scheme is designed to increase the number of lessons the "elite coaches" can sell.
Is this normal?
It is a pretty common way to coach. Probably it is better for intermediate and advanced skaters.
How do I stop this without loosing the coach we like?
The coach you like has essentially quit already. Ask the coach to switch back to the old system. If they will not, then switch to a coach who will provide what you want.
I really do not like conflict, should I just go to another rink and start over?
No. The coach is a professional. Treat them like a professional. If they do not respond professionally, all the more reason to stop working with them. "Hiding" by switching to another rink suggests you did not maintain good relationships at your old rink. All the coaches in your region will hear what happens; they all know each other. Keep in mind that you may switch coaches again. If you change rinks every time, you quickly run out of rinks near your home.