Can somebody please tell me if a business must give you a tax invoice or receipt if you purchased anything from them?

My business usesa 3G contract and sometimes we run out of data.
I then purchase a data bundle using my FNB online banking.

I asked FNB various times to please send me a VAT invoice for my purchase, but their reply each time is
"Kindly be advised that I called our cell phone banking department and was advised that they are unable to send a VAT invoice for airtime purchases."

In my opinion if they sell a product, in this case airtime, they act as a business thus they must be able to give me either a receipt or VAT invoice which I can use for my business books.

Or am I wrong?