The saying "MR Wright isn't right" is a play on words that suggests that someone named MR Wright may not always be correct or reliable. It is often used to express skepticism or doubt about the statements or actions of someone, particularly when they are in a position of authority or trust.
The origins of this saying are not clear, but it is likely that it has been used for many years as a way to express skepticism or mistrust towards someone. It is a form of verbal irony, as the person's name, MR Wright, implies that he is right, but the saying suggests that he is not.