Telling the police to come back with a warrant sometimes works, and sometimes doesn't.
And these guys aren't the police.
Why did he go there without a warranty in the first place? Was he following someone who entered the building? Would that be weird similar to the weird mustached guy from the 40s?
The thing is, they are required to have a warrant, but I don't believe they are required to show you the warrant. In which case what exactly should they do?