You state that they are a registered MSB, but as an agent of WU they do not need to register with FinCEN. So, if they are also registered I would assume that it is because they do other things that require registration.
On this issue of cashing the WU drafts, there have been previous threads on this issue and I have also contacted WU directly. The only way that a recipient of a WU money transfer can get his funds is to go into any WU agent. The WU agent uses the WU system and prints a draft, called, I believe, a 'Money Transfer Receive'. The draft shows the name of the WU agent and the date. This is then cashed by the agent. As long as the draft shows your customer as the agent who printed the draft with the current or recent date, this act does not make the agent a check casher subject to FinCEN registration.