Depends who is selling that data. Some pharmacy delivery services or billing services may not be covered by HIPAA, since they are not necessarily "covered entities".
In my experience, covered entities are really serious about signing BAAs with any of their hosting vendors and partners, as afaik the liability falls on the covered entity if they didn't have an agreement in place and data leaked from a vendor/partner.
My understanding of HIPAA (possibly incorrect) is that it's attached to the data.
If a covered provider is leaking HIPAA covered data to a non-covered business associate entity... that's a big no-no and a fine.