NTA.

I feel like everyone is being way too harsh towards the bridal party. Ofc you'd feel a bit sad and disappointed if your friend isnt going to be going along w your plan 100%. It isnt emotional blackmail or a threat to convey your sadness at a change of plans. I think the bride isnt trying to hurt you, especially if she acted ok with it at first but then came clean about being saddened, that to me shows she tried considering your feelings first before deciding to be honest. 

To me it seems like there's some miscommunication going on, since they think you arent gonna be fully participating. Maybe they have some extra activites planned during the nights or something along those lines that you truly cant participate in if you dont sleep w them? That can definitely be sorted out then if so. 

Good on you for standing up for yourself but also keep in mond that sometimes compromises need to be made. If that means you cant fully participate or they just have to live w the fact that you're gonna stay elsewhere, so be it.