Do all authors have the right to access LaTeX source code of the PDF manuscript uploaded to a journal's portal by the corresponding author?
Your collaborator seems unnecessarily protective (or maybe insecure) about the TeX source, and I don't really see what they think they'll gain from it. Hiding some super awesome macros, or ashamed of shoddy TeXing? Take your pick.

That said, if you haven't worked on the source yourself or established things clearly beforehand, well, you probably don't have any automatic legal rights to it. You'll have rights to the end product, the words and the figure - at least until those rights are signed over to the publisher - but not necessarily the source. If a collaboration is to be, you know collaborative, they absolutely should share the code. Yet if they don't, it's not really worth pressing the issue. Just label this colleague as difficult to work with and remember that before considering working on new projects with them.