It’s not an “illegal” subpoena, police can try and ask whatever they want, but I’m assuming there’s no penalties for ignoring.
But I asked a question, maybe there are exceptions and you must respond anyway despite lack of warrant.
While there could be reasons considered valid to respond to an informal request (some urgent life/safety matter), the police can and do lie, but are less likely to do so to a judge.
Lived in a building once where management agreed to police installed warrantless spycams in some hallways and told management it was to investigate a car theft ring, but it was some guy (edit:) storing drugs and keeping to themself.
Sadly, I don’t think there’s any kind of post-review of urgent informal requests to assess validity/accuracy of the request with consequences.