Maybe the dealer did not GET one from the customer when the vehicle was traded in RNT, thats why he did not get one when he purchased it.

Instead of going in and demanding one , he might try going to the sales person that sold it to him and asking nicely if he can provide him with a fob.

You can draw just as many files with honey as you can vinegar.
Try being nice next time your in/at the dealership, you might get somewhere and not get shown the door.