I should point out that if you are a European customer, any supplier would potentially be breaking the law to refuse an MSDS.
Any manufacturer refusing to supply safety data sheets needs a kick in the butt. Most of the time they do so in the belief that it protects their IP but this is a nonsense and shows their lack of understanding. If someone really wanted to copy their products, they can do simple analysis which will give far more information than a safety data sheet will divulge. At least in the EU, the obligation is to list hazardous ingredients. I don't know about Wolfgang, but many of the critical active materials which we use would simply not need listing, either due to lack of hazard or low inclusion level. So refusing to give out the sheet implies that they would either not know this bit of information or that their product is bunged full of hazardous ingredients that they would rather you didn't know about. Neither scenario is one which you should rate highly in a supplier.