At least there have been some public and external audits that brings up the trust a bit, if you trust that those external companies are honest and putting their reputation on the line.
Government investigations pursue lots of avenues unlikely to be fruitful. It's basic due diligence to check all the boxes; you don't say "standard procedure is to issue a warrant, but we'll make an exception to our process in this case because their website suggests it won't get any data, plus they hired an auditor."
List of the audits can be found here: https://mullvad.net/en/blog/tag/audits/