Not all vacuums will make a mess with ashes. Many shop vacuums are designed to handle fine particles like soot. The customer might have a point if they own the right gear.
Come on, even the right shop vac isn't a magic fix. Those fine ash particles are a nightmare and they get everywhere, no matter what. The filter might be better, but it still clogs up way faster than with normal dirt. Most people don't clean or change those filters as often as they should anyway. So you're still gonna end up with a mess or a broken vacuum eventually. That super fine powder just ruins everything.