Mustang,
Ask the inspector for chapter and verse from the NEC. If he is actually saying a GFI receptacle can't be supplied by an AFCI branch circuit, he won't be able to give you the requirement.
A GFI works just fine when installed on an AFCI protected circuit.
As an aside, the progress on the 2008 NEC, at this point, looks like ALL circuits in a dwelling (not just the bedroom) that supply 15 and 20 amp 125 volt outlets will be required to have AFCI over current protection. . .That includes, among others, the bath outlets, the kitchen counter outlets, the garage outlets, the outside outlets, etc. You know, all the typical places that are GFI protected.