If you had a case that implicated every transaction Mastercard was making? Unless you needed every single one, I'm sure an order would be limited to whatever transactions are potentially relevant.
Mastercard wouldn't get away with saying "it would be too hard to preserve evidence of our wrongdoing, so we're making sure it's all deleted".
The whole controversy here is that the order OpenAI received is not limited to whatever chats are potentially relevant.
The order isn't about handing anything over. It says "don't delete anything until we've sorted out what you will be required to hand over later. We don't trust you enough in the mean time not to delete stuff that would later be found relevant so no deleting at all for now."