Unless there is a miscommunication somewhere, this is certainly a situation where they are required to issue a Form 1099-R. Although it's difficult to get through, I would contact the IRS regarding this since the IRS does not take kindly to companies that fail to issue required Forms 1099-R. My father had a similar situation and within a week of contacting the IRS he had the proper Form 1099-R in hand.
Otherwise, you'll need to prepare a substitute Form 1099-R (Form 4852) with explanation.
