I doubt knowing who produces Menards trains is much of a secret, or what dies or whatnot they use, there isn't much proprietary about that (on the other hand, knowing things like what profit if any they make on their trains, contractual details of how much it costs/unit, etc are quite proprietary), especially given the factories that can do this kind of work are not exactly stealth operations, the same factory making Menards stuff is likely making other things, too. Obviously when someone in a company tells you something that isn't publicly known, that is in fact proprietary, and especially if the company is public that could lead to all kinds of issues...
In the end, that they are producing a fun product for a decent price is really all that matters, that and how many places Jack the dog shows up