I'm thinking that you signed something with your psychiatrist, that he can receive or request such information from you doctor. It's good that they work together, it's also good that you are keeping up with it.
I'm also thinking that some psych meds must cause deficiencies that a psychiatrist might want to keep track of??? IDK.
Isn't it good that they called you? How much worse would you feel to find out later that it had all happened and you didn't have a chance to figure it out?