There is nothing illegal about what the cops are doing here. Immoral? Perhaps. But not illegal.

These services are selling your purchase history to the authorities, and as a user of these services, you agreed with that as a condition of using the services.

Want privacy? Don’t use services that track and sell your data. Easier said than done, I know.

Disclaimer: I’m using “you” a lot in this comment. This is a royal “you” not a specific “you”.