Participation in research projects

Dear all, I am a Marie Curie IEF fellow in University of Zaragoza, I started a couple of weeks ago and discussing with the European project office in my University, they pointed out that I cannot apply for or be member of any research project team during the Marie Curie action since the Grant Agreement stated that the fellow must work exclusively for the Action. I find this clause extremely limiting and worrying since our possibilities of career development and stabilization, particularly in academia, depend on gaining leadership merits, especially obtaining funding as a PI and participating in research projects. I would like to ask if any of you had the same problem and if/how did you managed it? Many thanks for your help, Best wishes, Raquel