In my last two situations we had an intense data quality/validation schema and dedicated data stewards (rare, I know).
The compromise would be, as you stated, to disable a FK constraint during a load, and also schedule/re-enable constraints periodically/daily to check for violations. I am from the school of thought that one should manage FK constraints in the staging area.....on a workbench--so to speak.
However, let me make it clear that I do not feel strongly about one way or the other, and if my dba felt that strongly about FK constraints in a fact table, then my all means have them there. I certainly understand the hesitance of a dba on not including them--some scars run deeper than others. At the same time, I would expect all project team members to keep an open mind that ANY design solution should measure the pros against the cons.....evaluate the ETL and query workload and TEST, TEST, TEST.
Hopefully, the initial forum poster got the answers he/she was seeking, and my apologies to Koen for adding my $.02 when I probably did not need to :-)