Depends on who is "they". If the request is by a legal beagle who is representing this person in some employment action then yes I would definitely send the EE a copy.
But your question was do you "have" to send the EE a copy. My thought is if the EE alone is making the request and you can document that the EE has a copy of the update P&P book then no, you don't "have" too.
On the other hand why not send it? Yes, the EE is probably looking for some smoking gun but they already have the P&P manual so there is nothing different they will find if you sent another P&P manual. The cost is negligible so that can't be it. Maybe you feel as if the EE is a pain in the rear and is just making trouble and being manipulative. Even so since you obviously have nothing to hide, send the EE the P&P manual. There should be nothing that you can't defend and it will take the wind out of the EE's sails by your good faith cooperation.
Add that you wish them well. Invite them that if there is anything you could do for them to give you a call. The EE will be well treated, respected and shown that there is no animosity, just business. At the very least if there is an action the EE can't use that against you. See what happens then. [Y]
I have a different take on this. My knee jerk reaction to requests by former employees for records is "no" unless they are entitled by law, policy, or practice.
Such requests are not usually for any reason that has your employer's best interests at heart. Even if the request comes from the former employee's counsel, I would not provide anything that was not required up-front.
However, what I would do for counsel or an agency making a general request for information they are not entitled to, is ask them to narrow their request or to ask more specific questions. If I understand what they are looking for, I can control the answer to help ensure that everyone winds up on the same page. If I give them the HB, they get to draw their own conclusions, which can make more trouble than it resolves.