Violates their Constitutional rights? The federal Constitution specifies and limits what the federal government can do. Did the federal government get copies of the conversations, of the recordd from this private company? If not, one can argue a -privacy- issue, but not a -Constitutional- issue.
Incorporation TL;DR: Prior to 1925 the Bill of Rights was held to apply only to the Federal government, but a series of US Supreme Court decisions have held that most amendments do in fact apply to the states as well.