Thesis: including an information not officially accepted (legal issue)
As you say, it is a legal issue and you need to get proper legal advice elsewhere. It may well be that the government has the legal right to do what they did and you have no safe alternative. Not every government action is just, but they still may have the authority to act. There are places where fighting the government is dangerous, of course. 

However, the more important question for you is how it affects your dissertation and, ultimately, your degree. If that is unaffected it might be wise to just let this go, even though it may impact on whether you can publish what you have done. 

I'll guess that your advisor is giving you good advice about standing clear of the mess. There are times when you need to fight, but also times when you need to retreat in the face of authority - especially when it can have a big effect on your future. 

Stay clear of the agency in the future, of course.