This is a question we should keep asking Apple until they give a proper, real answer: Who gave this information to FBI? If they say they gave it, then we know Apple gave this information and it will be a PR nightmare for them. If they say they didn't, then they will imply FBI obtained it illegally and we can focus our attention on FBI.
It's rather like the FBI having a list of 12,000,000 wifi MAC addresses. Would the mere possession of such a list by the FBI be illegal? What if the MAC addresses supplied by Starbucks are from customers who voluntarily connect their devices to Starbucks' network and transmit their MAC address as part of the connection negotiation?
Similarly, what if the UDIDs are from people who installed a common app on their devices and agreed as part of the terms and conditions to allow information about their hardware (including device name, UDID, etc.) to be transmitted to the app vendor and to other parties including law enforcement?
EDIT: the question of whether they should have this information is completely separate from whether it's illegal for them to have this information. And, as noted by others, no proof has been presented that it was obtained from the FBI.
Not that Apple would bother to answer your questions, but why couldn't a developer have willingly shared this information with the FBI, in order to help them investigate a crime against that developer?
The paranoia on these UDID threads is ridiculous. Investigating crimes is what the FBI primarily does, so if they've got any information it's most likely for that - not some broad-spread domestic surveillance scheme.
