All the pipes and non-builtin commands (especially python!) look like overkill to me, I must say.
for set in *_data.csv ; do
num=${set/_*/}
success=${set/data/A}
if [ ! -e $success ] ; then echo $num ; fi
done
ETA: likely specific to bash, since I have no experience with other shells except for dalliances with ksh and csh in the mid-90s.