I don't have a definitive answer for you re: legality, although Florida's status as an at-will state doesn't bode well for there being much legal protection here. The entirety of your employment with them is something that, barring discrimination over a protected characteristic, is subject to their whims.
That said, if it were something you could pursue legally would it be a good idea to do so? I doubt it, particularly not if you like the job and employer otherwise. Legal action isn't just the big red button that nukes your future career at that employer it is also expensive, not always certain to succeed, and the best outcome you could hope for is a monetary settlement of some kind.
You're annoyed, I can relate, I've had the same experience of feeling like work was overstepping in my personal life. Heck, in one instance it was a far, far, bigger intrusion that what you're talking about - I won't go into that one here for y'know privacy, suffice it to say it was extreme enough that you probably wouldn't even believe me and I left the company as soon as I could.
In another it was remarkably similar to yours - I was all but ordered to take time off and relax, and I had the same gut reaction you did, that how dare they tell me what I should be doing outside of my work duties? reaction.
Of course in my situation my boss was absolutely correct - I was burnt out and it was affecting my performance, I was just so deep in the burn-out that I couldn't even recognise it. I don't know if the same holds true for you or not, but I recommend taking a look in the proverbial mirror and asking yourself honestly if you've been neglecting your life outside of work a bit too much.
I also think you're overthinking the "costs" aspects of this - a "special vacation" is a pretty wide goal, presumably you do take vacations of some kind, and what makes a special vacation for you is entirely in you control. Is your idea of the perfect vacation to take a week off to lounge on the couch in your PJs and binge watch Gossip Girl? Knock yourself out - that's your "special vacation" right there.
Similarly the "self-improvement course", any skills or subjects that interest you? (And I mean you as opposed to it having to be a work-required skill) There's going to be ton of free "courses" out there on the Internet for you to digest at your leisure.
Only you can decide whether the principle of the thing is more important to you or not but if you want you complete two of your performance review goals, with near-zero cost and effort and can have a quietly smug grin to yourself at gaming the system.