It is not a bad thing in and of itself to have a political agenda, so long as it's overt.
I agree that there isn't anything wrong with a political agenda (as long as it is overt), but that's exactly the problem here. Many of the OCCRP supporters are know for officially pretending to be non-political, yet having track records to the contrary.
It's entirely possible the the OCCRP itself is not aware of whatever political agenda they may serve. From their perspective, any exposed crime might be a good thing (and I agree with that).
However, it is the absence of information I would expect to be part of their data/investigation (as was the case with their Panama Papers), that makes me suspicious of the real goals behind this operation (which might go way beyond the awareness of OCCRP itself).