According to FAA transcripts of air-to-ground conversations, an air traffic controller in Kansas City told the two pilots it was rare to see the plane flying that high.
"Yeah, we're actually ... we don't have any passengers on board, so we decided to have a little fun and come up here," one of the pilots said. The transcripts don't identify whether Jesse Rhodes or Cesarz made the statement.
It's rare because the aircraft usually doesn't fly that high; in fact, it may require a light load (like they had, with no passengers) to get that high while maintaining safety. They still had to get permission to get up there, probably from a different controller; when they got handed off to the controller in Kansas City he commented on the fact that he rarely saw commercial jets at FL410. Trust me, if he didn't have permission to be at that altitude, the controller's comments would have been far sterner.