But Phonogramm could have done it.
After all official live recording are by the record company not the band itself.
With Alchemy being their previous record, I doubt it as it was too close in the timeline. Maybe nowadays that could be something more common but in those days, you don't release so much live records, usually one at the half of the career of a band and other at the end (which was what happened with DS...) specially since hiring a mobile recording studio was expensive, so you had to think about it in a commercial way.
However, I think that there are multitracks from Wembley 85 as far as the credits of the tv broadcast mentions that they used the Rolling Stones Mobile (the same they used for Alchemy) so probably they should have those multitracks somewhere, same than the Rainbow 79 concert, that was recorded for the Arena documentary. If there were multitracks of that, just for the documentary, they should have the Wembley multitracks as well!