If they receive a court order, they are required to hand over records.
> Sued about what?
If I buy something from an artist, I am entering a legally binding contract with him. Such contracts can be enforced in court.
Of course, if I just send the artist some money, then he is under no obligation to give me anything, tell anyone about it, or even say "thank you". But that's not what I do when I want to buy a piece of art.