Nothing wrong with asking. The response you got seems a little short sighted for a guy who sells cues. My guess is a miscommunication. Maybe what he thought he heard was you asking him to tell you who the buyer was and did not fully understand what you were actually asking him to do.
Or the guy is just goofy and doesn't understand how to keep a dwindling customer base interested in what he sells.
EDIT: It always does kind of amuse me how some guys treat cue deals like nuclear secrets though. I suspect its often done so as not to spook the fish.
Recently I did contact a prior buyer for another customer on a Lambros I sold and he was happy to sell it to him as he had "too many anyhow" and he sold it to my other customer.
The best part may be that he made a few bucks on the deal and is looking at another cue.
A lot of times I think guys get overly cautious and secretive when they have over sold a cue.
IMO, the dealer can relay the message to the owner of the cue without disclosing any personal information... it happens with vintage guitars. The owner of the cue might decide on a quick flip if he doesn't like it... you might have to spiff the dealer, but hey, if you really want it...
No way should a dealer give out someone's info without their permission.