OP are you up to date with your boosters (including Pertussis)? If you are, let your friend know. If not, they have every right to say no, however many micro premmies you have held and have been healthy thereafter.
Correct me if I'm wrong, but you don't know if they've had a health scare, etc. Or it could be that they're wanting grandparents to be vaccinated and it would seem hypocritical to let unvaccinated non-family get close. There are many reasons. As PP said, maybe they are struggling and just don't want visitors, especially in the silly season.
It's probably not personal, don't make it so.