I'd recommend they say something along the lines of "We require a full copy of our data for backup purposes."
And yes, your fears are justified. They certainly will send you something that will make the task have challenges. There is always reverse engineering to be done. But that doesn't change what you need to do.
You just need to have an expectation that data migrations are work. If you do this enough, you'll get crazy stuff, not just SQL dumps. I've frequently receive CSVs, Excel files, Word documents. I've even gotten PDF and had to OCR them to get the data. I've gotten proprietary data formats that forced me to track down database that aren't sold anymore, or go through painful purchasing processes to buy and install obscure databases just to get the data up and running locally and then dump it to something usable.
But at the end of it all, responsibilities are fairly clear:
- The customer has to ask for the data.
- The vendor needs to provide it, but doesn't need to make it friendly.
- You need to take on the burden of making it usable.