I would discount anything your customer "heard" since if this was a regular problem it would be all over every quilting blog, website, and quilter's Facebook. The quilting world is huge, but the communication is instant and widespread because of the internet.
I have several small pieces with wool batting, but they are seldom washed and done carefully when they are.
I've never heard of it nor have I had any customer issues with wool batting. As far as the wool coming through the stitching holes after washing, I imagine that I'd be more concerned about felting rather than bearding when a quilt with wool gets frequent washing.
Just my two cents and worth about that much!