What did Sitting Bull want to ask the President?

Good guess.

I would bet good money that you are right .

"A man that wouldn't cheat for a poke don't want one bad enough".

Hope you're not mistaking anything in this movie for factual history. It was incredibly hypocritical for Robert Altman to criticize altering history to push an agenda, when that's exactly what he was doing. Especially considering that the movie's wrongful depictions of Indians in Buffalo Bill's Wild West Show don't coincide with what Buffalo Bill actually did in his show.

For some reason, movies about Buffalo Bill never feature the demonstrations of Indians constructing teepees, preparing meals, or their daily life which were featured in the actual show. Sitting Bull was released from custody in 1885, joined the show by his own free will, was paid $50 a week (a hefty wage) to ride around the arena once per show, left at the end of the season by choice, and with a horse gifted by Cody. He had attempted to rejoin the show the following year, but didn't for reasons lost to history.