Yep, sorry to say but you'll find things like this happen all the time when dealing with Thai immigration. Unpublished, unpredictable, illogical and changing requirements are the norm. It's incredibly frustrating and can cause real stress and expense. Unfortunately there is no use arguing because the rules are the rules. Until they aren't. When they will be different.
And if you dare to express any sort of frustration or even raise the suggestion that perhaps, maybe, there might be a more efficient or practical way to do things... you'll be instantly mocked by experts online who will flippantly tell you to suck it up and/or give up and move somewhere else. As if the mere suggestion of a potential improvement is a hate crime against the country.
Don't let me put you off though. Once you get past that there's cheap rent and nice beaches...
I had the same situation. Ended up paying for a visa so i could enter Vietnam on the same passport I wanted to apply for DTV on. As the other comment says, you will need to provide proof of current location (ie visa stamp) and I figured it would just complicate matters if that was on another passport. Kind of annoying, but $40 for peace of mind.