I think that there are 2 types of customers that would want to supply the material.
1) Client is looking for the best value for their money. They want a quality product but doesn't want to pay full retail. This person may be receptive to education. Explain to them the differences, if any, in the material selected, the price difference and that if they supply material you will not warranty any failures. You have no control over the age and storage conditions of the material, or if it's a fake with "3M" printed on the backer
paper. They may see that for your material markup it's worth the peace of mind that they won't have to pay for a full removal and wrap in 9 months due to bad vinyl.
This client would not worry me whether they supply the material or not.
2) Person is a scamy cheap skate that will try to slit your throat and trash talk you at the first opportunity. They really don't care about a good product, they just want their car wrapped so they look cool to their other scamy friends. They will buy the cheapest and/or worst vinyl and when something goes wrong it's YOUR fault! That scratch on the trim piece..you did it! That dent in the door..YOU dented it! That curb rash on the AutoZone spinners..YOU did that!!
These are not exaggerations, these are real things that have happened that you should look out for. Trust your instincts, but this person should be referred to a competitor.