This should be proof of illegal collusion and grounds for a gigantic fine for each of them. It's just like the no-poaching agreement they got in trouble with a few years ago.
IANAL, but I think that would count as "compelling speech" ("You MUST complain to regulators about each other!") which is explicitly forbidden in the States (not sure about Europe, but I think it's the same).
We're not talking about individuals here, we're talking about corporations. Collusion between companies for the sake of negatively affecting the market (such as establishing a cartel) is illegal in any jurisdiction with proper, functioning laws. As I mentioned before, this is similar to the no-poaching agreement which they got into trouble (not nearly enough though) before.
