As a SM, how do you deal with a PO who does not want to involve customers/stakeholders in the sprint review?

I would first try to figure out why the Product Owner is opposed to involving customers and other stakeholders in the Sprint Review.

Find out their reasons. Is there a situation that the PO anticipates and is trying to avoid? 

As mentioned above it’s important to first understand the underlying reasons why the Product Owner doesn’t want to involve stakeholders. Once you have that information, you can explain to the Product Owner the importance and value of regular customer feedback. The Sprint Review is the primary opportunity to gather stakeholder feedback and inspect the product increment. By not involving stakeholders, the team risks missing a valuable opportunity to inspect and adapt, and the product and stakeholder expectations might drift apart over time.

As a SM, I deal with a PO who does not want to involve customers/stakeholders in the sprint review just like I do any other PO. I ask them why, try to understand their position and then attempt to educate them on the reasons that customers/stakeholders are needed in the Sprint Review.  

I will also help them understand what a "stakeholder" is.  Not all stakeholders are customers.  Those terms are not equal.  It is possible that you could have some internal stakeholders that could represent customer positions, such as account or customer support representatives if the product is not custom for a specific organization.   But even in that case, I'd venture a guess that the mentioned representatives would know a great deal about how the customer uses the product and their needs.