I am Brazilian as well and feel the same way. Laws are laws. We can change them if we don't like them, but defying and ignoring them is the wrong course of action.
This almost sounds like fundamentalist religion, to say the law is that sacrosanct. Some bad laws have historically been overcome precisely by people ignoring them, rendering them effectively unenforceable.
On the other hand, some good laws have also been overcome by people ignoring them. For example laws governing limitation of police power (search, detention etc.), traffic laws (speeding, jaywalking, aggressive driving against cyclists, a relevent example in Brazil is ignoring of traffic lights). If it gets to the stage where everyone is doing it, then the authorities no longer care.
I don't know whether WhatsApp has the requested data or not, but I think overall this action is a good thing: it shows that even important (in Brazilian society) companies are not above Brazilian law and if there is a problem with what this judge did, or the power he's wielding, then it should, hopefully, lead to that being fixed.
The alternative is ignoring and not enforcing the law, and ending up with bad laws, which can then be selectively enforced (see Böhmermann affair for example). This may appeal to some, but it's clearly not for everyone.
This is horrible reasoning.