Yes,
You did do the right thing, mate!.
Working at that hieght without any fall protection, is just rediculous.
I'd never trust
any plank of wood to support me at that hieght, fall protection or not.
Everybody has the right to refuse to do any work that they deem to be unsafe, however, some employers take that as a refusal to work at all.
I note in your profile that you are an apprentice, I hope that this "lay-off" doesn't affect the rest of your apprenticeship programme, same side of the coin though, why should someone be "black-listed" just because they stood up for thier own Health and Safety, it defies common logic!!.
Anyhow, I wish you the best of luck in finding a new employer, personally, I'd hire a guy with an attitude like yours towards safety, in a second.
Finally, I hope that that employer gets what's coming to them and no-one gets seriously injured/killed before-hand.