This might sound like a strange question, but can the original poster confirm he only has one wife?
I come from a country where polygamy is allowed and I know that in these situations an applicant can only take one wife with as derivative. I can't for the life of me think of any other situation where a CO would tell someone to divorce before issuing a visa - ie to ensure that there can only be one DV2 per case - rather than just denying outright.