If the police called and asked for my customer list, I’d check whether they had that authority and many other issues before turning it over. I think we had an article on here earlier about ‘second order thinking’ that would cover that... getting an invasive request from the government, and fulfilling it regardless of consequences because you want to ‘help’ or consider them to be like Mom and Dad is first order thinking.
I’m no expert, but it seems increasingly common to have state laws that oppose or are stricter than federal laws, and you do have to be aware of all laws for your jurisdiction down to the county and city. Especially in any voluntary action, you have to consider whether it violates other laws or duties, and if they weren’t legally compelled to do this t was voluntary.