If the director wanted data on police shootings he could get it. Calling it ridiculous and embarrassing is deflecting. They're the FBI, not some county police department.
The point is no one has been collecting the data for reasons, and short of using a time machine, the FBI will never see it.
How does the FBI compel police departments to gather and return the data?
The US federal government gives tons of grants / access to resources to local governments and PDs that could easily be made contingent on supplying data upstream.
The FBI can compel ordinary people to hand over literally anything while also preventing them talking about it to anyone, including their lawyer(NSL). Pretty sure they can compel police departments to do hand over whatever they want.
When a person dies, particularly at the hand of a police officer, there is a corners report. There are police reports. If the FBI one statistics on the number of police shootings, they should go out and collect that data. It exists. If a police officer shoots someone, or has shot someone in the past 30 years, I think it will say so in a record somewhere. It's not going to say "Jimmy walked out of the liquor store and got shot and now he dead. Case closed."