I'm not a pilot, but I had heard that the FAA assigns planes to a particular altitude. Were these pilots breaking any rules and/or laws in deciding on their own what altitude they would go to?
Everything above 18000 ft is controlled airspace all of the time. They'd be cleared for a certain altitude, but could then request another once enroute from ATC. They wouldn't be breaking any rules unless they deviated without requesting permission from ATC (at which point they'd hear from them).
They'd have been cleared to FL410 (41,000 feet) by ATC before they left their previously assigned altitude. Asking for, and receiving, a different altitude, is very routine; pilots do it on many if not most flights to find turbulence-free altitudes, favorable tailwinds, etc.