No, I wouldn't give out that info. It's tough when someone calls and wants to speak to a guest, but definitely not after the fact. If someone pushes I say our DB clears itself after check-out so we have no records.
We had a semi-irate 'friend of a guest' ring the bell the other day. 'We're here to pick up John.' I said I didn't think we had anyone by that name but I would look, which I did. Nope. No one with that name. They insisted his car was outside. I asked if he might have registered with someone else? 'Oh yeah, her name is Mary Something. They're from OH.' So back I go to look. Nope, no Mary's From OH.
Their cell rings and it is John & Mary on their way back. Yes, they were staying here. No, they did not register as being from where this person said they were.