I don't think it's odd for you to ask your shop where they get their stuff from, but I completely understand why the shop got a little suspicious. It comes from two angles: Fear of competition, and fear of the trap question.
On fear of competition:
I have a different perspective than most people; I work sales for a wholesaler (completely different industry - we sell gifts and housewares, so things like dish towels, French soaps, women's scarves, tablecloths, napkins, ceramic decor, eye masks... lots of different gift items), so I spend all day, every day, talking to business owners and purchasing agents. You have no idea the stress these people are under, day in and day out, and many of them are absolutely paranoid that someone else is going to come along, start buying "their" (my) products, and compete with them directly.
And... they're right. New businesses pop up all the time, and us wholesalers are in business for ourselves, not as a favor to our shops. Yes, we want them to do well, but at the end of the day, we'll sell to any business whose credit cards clear and whose checks clear. I've heard many tales from my customers about other business owners who came into their shops, asked where they were getting their products from, and then opened up a business selling the exact same things, literally across the street from the original business.
And yes, we are only supposed to sell to other businesses. Do private individuals "scam" their way into buying direct? Yes, absolutely. Our customer list is 26,000 businesses long. We have a handful of people who actually look through the database and try to verify whether a business is actually a business. If people know what to say, they can easily make their way onto the list.
We're not in the business of picking winners and losers. Very few wholesalers will refuse to sell to a legitimate business, and not all business owners are as confident as Dr. Mac up above. Many would rather survive by being the only source for a particular product instead of carving out a niche for themselves, cultivating a customer base, and providing a unique experience that brings those customers back. Being the sole supplier is easy. Becoming a trusted business that you consciously choose to support, even when their pricing is higher, is hard.
On the trap question:
As a retailer, you should expect and be prepared for certain questions... but there are far more consumers out there, and they are far more imaginative at coming up with questions than most business owners are at anticipating and coming up with answers to those questions. Many's the time that a consumer comes up with a question, decides what the answer to that question is and the nefarious motives behind the answer, and goes on to blast a business for not answering correctly.
For example, in my business, China comes up quite a bit, specifically in regards to our soaps and lotions. Whenever we have a new hire, I have to tell them to be very careful about answering whether our products are sold in China... because that is a trap question.
Our products are manufactured in Europe, and we're big about advertising that they aren't tested on animals. China, on the other hand, has a law on the books that no products of that type can be sold in the country unless they *are* tested on animals. So customers who are looking to prove that we're a Big Evil Company will often ask if we're sold in China. If we say yes, then ha! They've proven that we do in fact test on animals and our advertising is a lie!
Except not really, because selling in China is a complicated, nuanced thing. There are enclaves where, either through a lack of enforcement or because of local regulations, local businesses can in fact sell products that haven't been tested on animals. And smuggling is a real thing as well, even for something like soap.
So when someone starts gearing up to ask where they get their products, a lot of business owners either think, "Great, another would-be competitor who's going to cost me sales before going out of business," or, "Great, now I have to defend someone else's products against a personal crusader."