By Federal law they must provide this information. You can send the provider a W-10 (Request for Taxpayer Information and Identification Number). Get the form at https://www.irs.gov/pub/irs-pdf/fw10.pdf, fill out what you can and send it via certified mail and be sure to make copies for yourself.
If you do not want to go through this you can paper file your return and inform the IRS that you could not get the social security number. You will still receive your refund. The IRS will not accept this electronically without the EIN number.
under what law does it say they "must" provide this information?
If they do not want to give you a SS# then they should get an EIN to use instead ... they are free and you can apply for one online ... https://www.irs.gov/businesses/small-businesses-self-employed/apply-for-an-employer-identification-number-ein-online