They do have to go through some legal channels, which is why the detective asked the website owner what the proper legal process is for making such a request, and asked him to preserve the data pending such a request being formally filed.
Normally (if the company is expected to adhere to such requests), this would be a pretty standard email - company would respond that they require a judicial order, or something similar to that, and then NZPD would work on getting that, at which point the decision would be up to the judge.
However, the business owner decided to be a dickwad for no reason. This kind of a low class response reflects poorly not only on him, but on all of us.