In some countries, it's fiscal liability - such as paying hefty fines. In others, that are not so friendly, the HR representative who receives/processes the legal request and/or whomever the country wishes to charge could very well land in jail[0].

In a choice between strictly maintaining your privacy and fines/jail time, most - if not all - companies will sell you down the river (if given a feasible chance that it doesn't entirely ruin them, say for example, if they weren't purely in the privacy trade) to save their own hide[s] (e.g.: see the whole PRISM scandal and its fall-out).

[0] - https://www.reuters.com/article/us-facebook-brazil-idUSKCN0W...