They don't. Just like a police officer doesn't need you to tell him how fast you were going (hint: he knows). It just works sometimes, which is a lot easier than going through the normal process, and worth a shot.

The NSA officer didn't hang up the phone and think "How dare he refuse to cooperate, it's the law!". Instead she thought "darn, that didn't work" and then called the next phone number on her list...