It's not like they showed up in the middle of the night and yanked their entire servers out of the office without a warrant and covered it up under "homeland security" or other nonsense.
They did it the proper way through the courts with a judge and public documentation of their actions, and asked for only a subset of the data (limited to a year and GA).
Kudos to SparkFun for responding with caution.
That said, I think the lead will be useless to them because the person could have bought it anywhere, even outside the USA and brought it into GA. Apparently there are also clones now of sparkfun boards complete with logo.