Grant "pre-approval" issue
It might help to understand where your Dean is coming from. I work for my university's research administration department, and I can understand his position. For context, we are an R1 university in the United States.

There are likely a few things going on:


Grants often create liabilities for universities. There may be cost-sharing requirements or other implicit costs which the university will be required to pay. Administrators need to keep a close eye on these requirements in order to keep the university functioning smoothly.
Grants create risks for universities. There are many legal and ethical rules surrounding grants. Although some of the risk is on you, much of the potential penalties are assumed by the university. For this reason, many (if not all) research universities have dedicated research administration departments and all grants are required to flow through those departments.
There are legal issues. In all of the grants I've seen, the grant goes from the granting agency to your employer. It is not a grant to you personally. You should be careful about accepting money on your own. Carefully re-read the grant terms to be sure that this is not the case here. 
Not all the reasons are bad: universities often like to reward individuals and departments who do a great job of soliciting grant dollars. If they can't keep an eye on grants, how are they supposed to that?


Other answers have mentioned intellectual property. I'll only repeat what they have said: if you work for a university you should not assume that any intellectual work product is your own property. Make sure you understand what the rules are in your location.

Overall, I would treat this as an opportunity to develop in your profession. If soliciting grants is an important part of your career (current or future!) then it would help to understand how it works. It's not as simple as just applying for a grant - and for good reason!