That’s not really true. The government conducts surveys to gather most of its data and some of it comes from administrative records. In either case, it’s information that was communicated from outside the government to the government.

There are private research firms that pay people and companies for similar information. They then sell their datasets to whoever wants it badly enough to pay for it.

As with most things political, the issue isn’t that we need the state to do this, rather it’s that the people who want it want someone else to pay for it.