Scrum, more than anything, is about culture, including the culture of the organization at large. Everyone has to buy into it, from the top down, for it to be successful. Given that, if the organization is fully behind Scrum, then some moves can be made to either better align this "manager" with the Scrum Master role, or to replace him with an actual Scrum Master. If the organization is not behind Scrum, then you're probably screwed to begin with.
Ultimately, the Scrum Master role is not a managerial role. The Scrum Master's job is to remove impediments to the development team getting PBIs done and ensuring that the ritual of Scrum is adhered to. That's it. In Scrum, the development team is responsible for setting their own goals, assigning work to sprints, and setting their cadence and velocity. All this is fundamentally misaligned with a traditional top-down management style.
All that said, there's two things to look at here. First, a task that spans multiple days is likely a sign that it should be broken up into smaller tasks. The only other reason it should take that long is if there's an impediment preventing it from being completed, which is then the job of the Scrum Master, and hence your current manager-type, to solve. If you have a valid reason why you cannot complete the task, it's your job to let the Scrum Master know, at the daily or sooner, and then its his or her job to fix it, so you can get on with your work. Honestly, though, in most situations a task large enough to take multiple days, and which couldn't be broken down into multiple tasks, would signal a PBI that's in fact too large to fit in a single sprint. You should manage these things accordingly.
Second, you ultimately may not have much power in this situation. If your manager is telling you to break the task down, break the task down. Whether it's a "Scrum" thing to do, is besides the point, because you're already not actually following Scrum by the fact that you have a manager dictating what you have to do. You can politely broach the issue and attempt explain why you don't think this is a good way to do things, but ultimately, what your managers says, goes, and you're going to have to live with that, or seek alternate employment.