I think you asked them the wrong things...
as stated, vPost don't help you to purchase the items.
The reason hmv puts the item on embargo is most likely by the distributor request, who like to restrict to JP users only. So if you use a japan address as the receipent, which is the vPost address you're given, it should be alright. I don't think it's illegal to export the CD's as stated on the japan website.
http://www.customs.go.jp/english/summary/prohibit.htm.
So you should just ask vPost to confirm whether they're able to post you the embargo item. Not purchase on your behalf. As from the response you've got, it seems like they've mistaken/you've asked wrongly of them to purchase on your behalf, which is a service they dont provide.
And as mention on the above... 3rd party is the easier but might be more expensive way out. You've to do your own maths.
HMV doesnt gives free domestic shipping right? So I would suggest you buy directly from mu-mo.net as they have a free shipping for orders above 5000 yen. And to your 3rd party, either by tenso/celga/noppin/vPost.
Noppin will charge 1,000 yen + 10% per order for items between 7,500 yen to 10,000 yen.
So total you will pay 9,880 yen + the shipping fees from hmv japan to japan and from japan to your house.