In addition to large datasets, this protectiveness extends to data specific to an individual patient. Consider this scenario: You need to see a specialist, and have the choice of providers; specialist A is within the same system as your PCP, while specialist B is with a smaller, independent practice. Specialist A therefore has access to the same EMR as your PCP, while specialist B does not. This has a direct impact on your experience as a patient: at specialist A, it feels like their office "knows" you; your visit to specialist B, however, would include filling out a bunch of forms (demographic info, insurance, medical history...) that you've filled out countless times before.
Of course, it's in the patient's interest for their data to flow freely between providers, no matter which healthcare system they're on. And many healthcare systems recognize this, and strive to share data. But they are often going against their own economic interests to do so.