Contrast that with e.g. the somewhat recent revelations that cell carriers have been selling individuals' granular, de-anonymized location history data to, essentially, anybody willing to pay.
From a privacy standpoint, which I think is the context here, I consider the latter sort of thing to be far worse.
Democrats and Republicans alike want to use the threat of regulation and anti-trust action to force social media companies to adopt moderation policies favorable to them. They both recognize (IMO correctly) that they must make these threats; principled adherence to economic liberty leaves one without leverage and is likely to result in companies simply caving to one's opposition (c.f. the behavior of most companies with respect to China).
Credit bureaus don't influence elections, ergo there is little advantage to be gained by making threats against them.
https://www.texastribune.org/2021/12/01/texas-social-media-l...
https://www.flgov.com/2021/05/24/governor-ron-desantis-signs...
Everyone is up in arms about Facebook and Google collecting our information... meanwhile credit bureaus are sitting in the shadows giggling to themselves