First of all, you're not
being punished for being debt-free.
Being debt-free has nothing to do with being credit worthy - as clearly you've found out.
have it both ways - you can't be debt-free, (which is something that Dave Ramsey guy preaches) and then expect financial institutions to loan you money without a credit history.
When a financial institution loans you money, they are taking the risk
that you may not pay not pay them back. To decrease their risk, they must have certain criteria in place and they must see your credit history.
Also, the second part of being debt-free is saving your money so you can pay for everything
in cash. Only a small percent of people are able and willing to do this. For everyone else, being able to get credit is the way of life for the majority of people.
Your next move is deciding if you want to establish a credit history so that you're able to get credit when you need it or continue being debt-free and paying for everything in cash.
It's as simple as that.
By the way, not a huge fan of Dave Ramsey. A lot of what he teaches is pure crapola, although I agree that debt-free has its perks but unless you've got a whole lot of money sitting around doing nothing, you will need to establish credit sooner or later.
Credit is good as long as your responsible and don't overextend yourself.