Their story sounds wrong, though. As somebody else said, more likely they found somebody to buy your loan on a commercial level and that is better than SBA for them (less paperwork) and you. For you there's a limit to how much SBA you can have and keeping it clear is good for you, also SBA typically has some terms you aren't going to want like prepayment penalties. There's more paperwork, and selling or refinancing is (slightly) more complicated.

We had an SBA mortgage and refinanced to conventional a while ago. Never regretted that decision.