To get this personal information, asking for government-issued ID gives them one more data point on you and reinforcement of identity. So a win for them as well I guess?
https://www.sec.gov/fast-answers/answersbd-persinfohtm.html
It sounds like "KYC", i.e., know your customer.
These data brokers do not handle your money, and therefore do not need to "know their customers", i.e. have no legally mandated right to ask for your identification, at least according to this statute.
For one, I think it's super weird that they need a government issued document to know who I am, but are perfectly happy to sell my data, marketed as accurate, to third parties.