Hi Jurai,
Thanks for taking the time to share your research and comments.
I’m guessing you may have been reading the “urban myth” on the Strobel site here which includes some very misleading information (see post #2 here). If it’s used correctly … needlepunched or densified wool can certainly pass 16 CFR Part 1633 (the open flame test) without any chemicals added. The fire regulations have nothing to do with whether a material will actually burn or not … only that it burns more weakly and extinguishes itself before it starts to burn the fuel (usually the foam) underneath the fire barrier which can lead to flashover. You can see a couple of examples of two wool quilted mattresses that passed the regulations here and here … and for reference, an innerspring mattress (not wool) that didn’t pass here.
Most importantly of all … congratulations on your new crib mattress 
I think you made a great quality/value and very “safe” choice for your child.
Phoenix