Is it reasonable to ask for 40GbE-compatible fiber for future-proofing?
Yes. You definitely want to deploy the best available fiber to allow easy upgrades in the future. You should deploy OM4, OM5 or OS2 (for longer runs). Make also sure that there are enough individual strands for multi-lane PHYs, even if they are not terminated. The cost difference between different fiber grades is pretty much negligible when compared to the cost of deploying them. As John has pointed out, using PHYs with lower lane counts can also be much cheaper (single-lane 50G-BASE-SR vs. four-lane 40GBASE-SR4).
Terminating the fiber is a different thing. There likely is a large cost difference between terminating e.g. 10GBASE-SR and 40GBASE-SR4. However, which the proper fiber grade deployed you can upgrade the termination any time.
There can also be a large difference between 10GBASE-SR over MMF and 10GBASE-LR over SMF when using original SFP modules. With (much cheaper) compatible 3rd party modules, the SMF L-PHYs aren't significantly more expensive than the possibly multi-lane MMF S-PHYs.
Rule of thumb: if you want to or need to stick with original vendor SFPs, go for MMF as long as reasonably possible. If you can use 3rd party SFPs, seriously consider SMF for any deployed cable or even throughout.
Realistically planning ahead can save you a large deal of money later on without spending too much more today.