Canaries are trust based and even if there was a warrant why would they announce it when they would lose customers?
A canary is a way of saying something without saying it, so you'll still know something happened even if they're not allowed to disclose it. If they'd lie about this, they loose all the trust they have.
LoyceV summed it pretty well. Do note that Mullvad has been - as far as we are let known - very transparent about search warrants to their service. Do check this[1] attempt of Swedish authorities to seize their data in 2023 and the follow-up here[2].