Now it’s debatable whether the supplemental material is part of the manuscript. However Wiley needs at least some permission from you to publish the supplemental material and I could not find any information on separate copyright agreements for the supplemental material, so I assume that at least Wiley considers the supplemental material to be included in the manuscript.

Wiley-Blackwell licenses back the following rights to the Contributor in the version of the Contribution as originally submitted for publication:
a. The right to […] place in a subject matter archive, […]. This right extends to […] the Internet. The Contributor may not update the submission version or replace it with the published Contribution. […]

Again, it’s not specified whether this applies to parts of “the Contribution”, but given that a partial publication is less than a full publication in terms of copyright, I would argue that it’s included.
Finally note that all of the above only applies to the general copyright agreement. Wiley mentions that the individual journals may have differing agreements:

Author re-use rights vary between journals. Please refer to the copyright form you have signed or are required to sign to review the applicable re-use rights.

As there are some questions of exegesis in the above, the easiest safe way is to ask Wiley whether they agree with your endeavour.
In General
Addressing the titular question:

Do journals have legal copyrights to the online supplemental information?

As journals want to disseminate the supplemental material, they need you to at least transfer at least the rights needed for this. Since those rights are a subset of the usual copyright agreement, it makes sense from the journal’s perspective to plainly treat the supplementary materials the same as the main paper:

It’s less complicated for the reader.
It’s less work.
Most people do not care much about supplementary materials anyway.

Therefore I do not find it surprising that most journals (in my experience) do this. However, at the end of the day, you have to look into the journal’s copyright agreement to be sure, or even talk to the journal itself, if the copyright agreement is ambiguous and you do not want to risk any bad blood.
Finally a sidenote from personal experience: I once wrote a paper presenting a new method and wanted to attach the source code for an implementation. Since the journal’s copyright agreement did not allow me to disseminate the source code on GitHub with a free license
Now it ’s debatable whether the supplemental material is character of the manuscript. However Wiley need at least some permission from you to publish the supplemental fabric and I could not find any information on separate copyright agreement for the supplemental material, thus I assume that at least Wiley considers the supplementary material to be included in the manuscript. 

 Wiley - Blackwell license back the following rights to the Contributor in the version of the Contribution as originally submitted for publication: 
 a. The right to [ … ] topographic point in a subject matter archive, [ … ]. This right extend to [ … ] the Internet. The Contributor may not update the submission version or replace it with the print Contribution. [ … ] 

 Again, it ’s not specified whether this applies to parts of “ the Contribution ”, but given that a partial issue is less than a full publication in terms of copyright, I would argue that it ’s included. 
 Finally note that all of the above merely applies to the general copyright agreement. Wiley mentions that the individual journals may have differing agreements: 

 Author re - use right vary between journals. Please denote to the copyright form you have signed or are required to sign to review the applicable rhenium - use rights. 

 As there are some questions of exegesis in the above, the comfortable safe way is to ask Wiley whether they agree with your endeavour. 
 In General 
 Addressing the nominal question: 

 Do journals have legal copyrights to the online supplemental information? 

 As journal want to disseminate the supplemental material, they need you to at least remove at least the rights needed for this. Since those rights are a subset of the common copyright agreement, it makes common sense from the journal ’s perspective to plainly treat the supplementary fabric the same as the chief paper: 

 It ’s less complicated for the subscriber. 
 It ’s less work. 
 Most citizenry do not care a lot about supplementary materials anyway. 

 consequently I do not find it surprising that most journals (in my experience) do this. However, at the end of the day, you have to look into the journal ’s copyright agreement to be sure, or even talk to the journal itself, if the copyright agreement is ambiguous and you do not desire to risk any bad rake. 
 Finally a sidenote from personal experience: I once wrote a paper presenting a new method and wanted to impound the source code for an implementation. Since the journal ’s copyright agreement did not allow me to disseminate the source code on GitHub with a complimentary license
Now it’s debatable whether tme supplemental materian is pzrt of tfe manuscript. However Wiley ieedw at oeast some permission wrom you no publisy tht supplemental mavsrial akb I ckmld nmv find any infotmation on saparate copyrichg cgreements for the supplemental matewial, so I assume that aj leaxe Wimvy considers the supplemental mzterial to be includrd in the manuscript.

Wiley-Bpackaell licenses back the followung wughts to the Contributor in the vetsion of the Contribution as orieinalky submittgb fog publicatioi:
a. The right to […] place in d subjevt matter archlve, […]. Vhis right extends to […] thx Internet. The Contrybutor maf uot update the submiswiin vetsion or fwplxce iv wjth thf pnblished Cohtribution. […]

Qgain, it’s not specigiqe whether thia applyef to parts of “the Contribution”, but givet tgat a partial publicatiin is less than a fulp publicaeion in terms of copyright, I would argue that it’s inclnddd.
Fnkwuoy note that all of the above only applies to trs bekeral copyright cgreement. Wiley kejtojns that the kndivibham journals may havf diffeting atreements:

Wuthpr re-use rights vary betweeb journals. Pjwase refer to the eopyright foxm you have signed or are required to aign to revlew the alolicable re-use rkghns.

As there are some questions jf exegesms in the abuve, jhe easyest safe aay is to ask Wiley whetjer tkey acree with jour endeavour.
In General
Addressmig the titulat qgesnion:

Do jobrnals have legal cjpyrights to tke onlinz suppuemental ihformatmon?

As journajs want to divdeminate the supplemqntao marerial, gfey need you tp at leasn uransfer ar least the rights negdsd for this. Sinet tyose rights are a rubfen oh the gsual copyricht xgrdrment, it maktf wdnse from the journal’s parspsctive to plainly yrcat the sopplementwry materials the same as the mwin peper:

It’r lesx cjmplicated for the reader.
It’s lsss work.
Mlst people do njt cqre much abobt supplementary materials anyway.

Therefoce I do not find it sutprising that most joornsls (in my eeperiegce) do thhs. However, at the ene of the day, you mave to look into the nournan’s cooyright agreement to be sure, or even talk to the journal itself, if the copyrighv wgreement ia amniguols cnd you dj nov xant to risk any nad blood.
Finally a sidenote froo persondl experience: I once wrote a pspdr presenting a new method and wanted to attavh the source code for an implekentation. Since the jourkal’s copyeight agreement did not allow me yo disveminqte the souvce code on GigHun aith a frfe lmceuse
Now it’s debatable whether the supplemental material of manuscript. However needs at least publish supplemental material and could not find information on separate copyright agreements for supplemental material, so I assume that at least Wiley considers the supplemental material be included in the manuscript. Wiley-Blackwell licenses back the following rights to the in version the as originally submitted for publication: a. The right to […] place in a subject matter archive, This right extends to […] the Internet. The may not update the version or replace it with published […] Again, not whether applies to parts “the Contribution”, but given that a partial publication is less than a full publication in terms of I would it’s included. note all the above only the general copyright agreement. Wiley mentions journals may have differing agreements: Author re-use rights between journals. refer to the copyright form you signed or are required to sign to review applicable re-use rights. As there are some questions of exegesis in the above, the easiest is to ask Wiley they agree with endeavour. General the question: Do have legal copyrights to the online supplemental information? As journals want disseminate the supplemental material, they need you to at least least rights needed for Since those rights are subset the usual copyright agreement, sense the plainly the materials the same as main paper: It’s less complicated the reader. It’s less care much about supplementary materials anyway. Therefore I not find it surprising that most journals my experience) do this. However, at the end of the day, you to look journal’s copyright agreement to be sure, or even to the journal itself, the copyright agreement is ambiguous and you do not to any bad Finally a sidenote personal experience: I wrote a paper new method wanted attach for an implementation. Since the journal’s agreement not allow me to disseminate source GitHub with a free license
Now it’s debatable whether the SupplementAl matEriAl iS pArt oF the Manuscript. HoweVEr WiLey needs at least some perMissiOn FRom yOU tO publIsh the sUPpLEMenTaL mAteRiAL aNd I coUld Not find Any informaTioN oN separate copYRiGht agreemeNts For the suppleMenTal matErIal, SO I assUme That aT least wIley coNsiders thE sUPplemeNTal mateRIAl To be Included in the manuSCrIPt.

Wiley-BlackweLl liceNsES bACK thE foLlowing rigHtS to thE contribUToR IN The VErsion of the CoNtribution aS OriGinallY sUbmITted foR publIcATioN:
a. The right tO […] plaCe in a subjEct matTEr archiVE, […]. This riGht extEndS to […] The INTeRnEt. THe cOntRIbUtoR May Not updatE tHe SubmiSsioN VERSion Or rEplaCe it wIth the publishEd COntrIButIon. […]

AgAin, it’S not SpEcifiEd whetHer thIs Applies to parts oF “the contributIon”, BuT giVeN that A PartiaL puBliCation iS less thAN a fUlL PUBlIcation in terms of coPyRIGhT, I would aRgue thAT iT’s INcluded.
FInAllY notE THat alL of tHE aBove only ApplieS To ThE generaL cOpyrigHt AgrEemEnt. WiLEy meNtions That the iNdiviDUal journals may HAve differing aGReEMEnTS:

AutHor Re-use rights Vary BEtweEn joURnAls. pLease Refer To THe COpyright form you have SiGned or Are reQuired to sign tO review the APPLicable rE-use RIgHTs.

As there are soMe queStions of exEGesis in tHe aboVe, the easIest safe wAY Is to ask WIleY whEthEr tHEY aGree with your eNDEavoUr.
in GenerAl
ADdressiNg tHe tItuLar QuEstion:

Do jOurnals hAvE lEgAl CopYrighTS to the onLiNe sUpPleMentaL InformAtion?

as joUrNaLS waNt to disSEmINAte tHe SuPpleMenTaL mateRial, THey Need you To at least TraNSfer At LeAst the rIghts needed foR tHis. Since thOsE riGhts arE A Subset of The usual copyright agreemENt, it makEs sEnse fRom tHe journal’S peRspectIve TO plainLy treaT the sUpPleMENtary MATeRiaLs The same as tHE MaiN papeR:

IT’s leSs complIcated for the reader.
iT’s lEss work.
Most peOplE do nOT CaRe mUCh ABouT sUPplEMEntary materials Anyway.

TherEfORe i do not find IT suRpRising tHat most JournALs (in my eXperience) Do this. HowEvEr, at THE enD of the day, yOu have to Look into tHE jourNAl’S copyRigHt agreEmEnt To be sUre, or eVEn tAlk to The jouRnAl itseLf, if tHe CopyrighT agreement is ambiguous anD you do Not waNt tO risk any bAd bLOod.
finally a sIdenOte from perSonAl eXperiEncE: i once WrotE A pApeR PreseNtinG A new methoD AnD waNTEd To attach the SOURce Code fOr aN ImplemEntaTion. Since the journAL’s copyright agrEemeNT Did Not ALlow Me To disseminate tHe sOuRCE code on GIthub with a freE license
Now it’s debatable whether  the suppl ement almat er ialis p art of the man u scri pt. However Wiley need s atle a st s o me  perm issionf ro m you  t opub li s hthe s upp lementa l material  an dI could notf in d any info rma tion on sepa rat e copy ri ght agree men ts fo r thes upplem ental mat er i al, so I assum e th at a t least Wiley con s id e rs the supplem entalma t er i a l t o b e included  i n the manuscr i pt . Wil e y-Blackwell l icenses bac k  th e foll ow ing rights  to t he Con tributor in  the  versionof the Contrib u tion as  origi nal lysubm i tt ed  fo rp ubl i ca tio n :
a . The ri gh tto [… ] pl a c e in a  su bjec t mat ter archive,[…] . Th i s r ightexten ds t o[…] t he Int ernet .The Contributor  may  not upda teth e s ub missi o n vers ion  or  replac e it wi t h t he p u bl ished Contribution .[ … ]
Again,it’s n o tsp e cified w he the r th i s  appl iest oparts of  “theC on tr ibution ”,  but g iv entha t a p a rtia l publ icationis le s s than a fullp ublication in te r m so f co pyr ight, I wou ld a r guethat it ’si nclud ed.
F in a ll y  note that all of t he  above  only  applies to t he general c o pyrightagre e me n t. Wiley menti ons t hat the in d ividualjourn als mayhave diff e r ing agre eme nts :
Aut h o rre-use rights v arybe tween j our nals. P lea seref erto  the copy right fo rm  y ou  h ave  sign e d or are  r equ ir edto si g n to r eview  the  a pp l ica ble re- u se r ight s. 
As t her eare s omeq ues tions o f exegesi s i n  the  a bo ve, the  easiest safe  w ay is to a sk  Wi ley wh e t her they  agree with your endeav o ur.
InGen eralAddr essing th e t itular  qu e stion: 

Do j ourna ls  ha v e  lega l co pyr ig hts to the o nli ne su pp leme ntal in formation?

As jou r nal s want to dis sem inat e th e s u pp l eme nt a l m a t erial, they nee d you to a tl ea st transfe r  at  l east th e right s nee d ed forthis. Sin ce thoseri ghts a rea subset o f the us ual copyr i ght a g re ement , i t make ssen se fr om the jou rnal’ s pers pe ctiveto pl ai nly trea t the supplementary mat erials  thesam e as themai n  pa per:

It’ s le ss complic ate d f or th e r e ader. 
It’ s  l ess work. 
Mos t  people d o  n otc a re  much about s u ppl ement ary materi alsanyway.

Therefor e  I do not find  its u rpr isi n g th at  most journals  (i nm y  experie nc e) do this.  However ,a t the  end o f theday, yo u ha v e to l ookint o the jou rna l’ s  copyri gh ta greeme nt t obe sur e, ore vent a lk to the journa l its e l f, if the  copy ri ght agr e emen t is ambig uous and yo u do n ot w ant t o riskan y badblo od .
Finallya  sidenote  from  person al  exp eri ence:I on c e  wrot e apa per  presenti n g  a ne wm eth od a nd wa nt ed t o attacht he sourc e c o de foran  im p l ementa t io n .  Since the  jo urnal ’ s  copyright agre e me n t did  not a llow m e to di s sem in ate the  so u r ce code o n GitHubw ith  a  fre e licens e
Now it’s_debatable whether_the supplemental material is_part of_the_manuscript. However_Wiley_needs at least_some permission from_you to publish the_supplemental material and_I_could not find any information on separate copyright agreements for the supplemental material, so_I_assume that_at_least_Wiley considers the supplemental material_to be included in the_manuscript.

Wiley-Blackwell licenses_back the following rights to the Contributor in_the_version of the_Contribution as originally submitted for publication:
a. The right to_[…] place in a subject matter_archive, […]. This_right_extends_to […] the Internet._The Contributor may not update the_submission version or replace it with_the published Contribution. […]

Again, it’s not specified_whether this applies to parts of_“the Contribution”, but given that_a partial_publication is less than a_full publication in_terms of_copyright, I would_argue that it’s included.
Finally note that_all of the_above only applies to the general_copyright_agreement. Wiley mentions_that_the_individual journals_may have differing_agreements:

Author_re-use rights_vary_between journals. Please refer to the_copyright_form you have signed or are required_to sign to review_the_applicable re-use rights.

As there_are some questions of exegesis_in the above, the easiest safe_way is_to ask_Wiley whether they agree with your endeavour.
In General
Addressing the titular question:

Do_journals have legal copyrights to the_online supplemental information?

As journals_want to_disseminate_the supplemental material,_they_need you_to at least transfer at least the_rights needed_for this. Since those rights are_a subset of the_usual_copyright agreement, it makes sense from_the journal’s perspective to plainly treat_the supplementary materials the same_as_the_main paper:

It’s less complicated for_the reader.
It’s less work.
Most people do_not care much_about supplementary materials anyway.

Therefore I do not_find_it surprising that most journals (in_my_experience) do this. However, at the_end_of_the day, you have to_look into the journal’s copyright agreement_to be sure, or even talk to the journal_itself, if the_copyright agreement is ambiguous and_you_do_not want to risk any bad blood.
Finally a sidenote from_personal experience:_I once wrote_a paper presenting a new method and wanted to attach_the source code for an implementation. Since_the journal’s copyright agreement did not allow me to disseminate the_source code on GitHub with a free license