A Sulphur, as you probably now, is used throughout the winemaking world as a preservative. Some people seem to be more sensitive to it than others, though the vast majority of these experience no adverse reaction. However, some asthma sufferers have had attacks when exposed to high levels of the substance.
In 2003 an Australian wine listed in Lidl was withdrawn from the UK after being found to contain 17 times the permitted amount of sulphur dioxide. Last year, Asda took an own-label Beaujolais off its shelves - not because there was anything wrong with the wine, but because labelling did not make it clear that it contained sulphur.
Experiments are taking place involving ozone as a replacement for sulphur
and results are encouraging: it seems to be 90% as effective and also reduces the amount of oxidants in wine.
Who's to say
the wine your customer bought really did trigger a reaction? Whatever you do, don't admit any liability, but cheerfully offer a replacement wine as a goodwill measure and talk to your supplier about your concerns.