The police can ask you for something without a warrant. You can say no. When they ask a 3rd party like the phone company they are free to say yes and comply if they want. I dont think that would apply to data protected under HIPPA though, which by law is not to be shared without the persons comcent. But IANAL.
The problem is that the data obtained via a third party, without a warrant, is admissible in court. And IANALE, but HIPAA has exclusions and exemptions for law enforcement.