What they actually mean is more likely they cannot do upgrades, without full sysadmin rights. Many application vendors expect to have full sysadmin rights to the database server and do not work unless they do. Normally there is not a valid reason after installation to have sysadmin rights unless they also manage user access on the server.
I would ask them exactly why they need sysadmin rights. What exactly is the need they cannot do as "dbo".