Why does that become the question? If I fire a customer, must I ask the police for permission first?
America isn't a police state. And we don't have general data retention laws. The First Amendment contains both the freedom of speech and freedom of assembly; there is a balance between Parler's freedom to spew rubbish and Amazon's freedom to not assemble with them. With NSO Group, the free speech question is sharply constrained; Amazon's rights are thus stronger.