Hi Suz,
You are probably referring to a mattress cover that is quilted with wool rather than an actual wool layer in the latex mattress itself (which you don’t see very often). Sleep Nation options for both types of cover. The choice between a wool quilted cover and a thinner knit cover that has more stretch is really a preference choice not a “better/worse” choice and there is more about the pros and cons of each of them in post #6 here.
You can see my thoughts and comments about Sean and My Sleep Nation in post #2 here and in the Denver list in post #2 here. A forum search on sleepnation (you can just click the link) will bring up more information and feedback about them as well. They certainly have some high quality and durable mattresses available that would be well worth including in your research.
I don’t know which of their mattresses you are looking at but there is more about the most important parts of the “value” of a mattress purchase in post #13 here that can help you make more meaningful quality/value comparisons between the “finalists” you are considering in terms of suitability and PPP (Posture and alignment, Pressure relief, and Personal preferences), durability, and “value” based on all the parts of your personal value equation that are most important to you.
Phoenix