That's a lie. I don't blame you for not knowing the truth though, Signal has gone to some trouble to make things unclear, but reality is reality.
Signal has the data, but they've set up their system in a way that would require either an exploit (we've already seen examples of these) or a brute force attack to get the data requested and it's doubtful that a standard subpoena would compel them to use those methods. That said, it does leave the data vulnerable to the NSA or any other three letter agency who is willing to employ those types of methods. Signal would surely not be posting about any national security letters they were handed on their website.
Similarly anyone who can guess or brute force a four digit pin could also get the data of some users. I've posted other links with more information on all of this further down, you can check my recent comments for them, but here's this to get you started.
https://www.vice.com/en/article/pkyzek/signal-new-pin-featur...