Just like to say I used to rub down wheels for old Porsches as a part time job (it was very theraputic). Never come across any wheel which had a rubber coating under the paint (it just is not logical!!?!!).
Sandblasting sounds harsh but the medium that is used is not always sand (Quartz) there is also ground walnut shell which is abrasive but does not peen the surface.
I would get my wheels back and go somewhere else!