Don't worry, Congress will pass a law that makes releasing such data of a current or former member of Congress illegal. Everyone else? Can't be bothered.
https://www.independent.co.uk/news/uk/politics/theresa-may-w...
You think the FBI is going to start kicking in doors if you tell them that someone stole your diary? The local police will probably laugh at you, the FBI won't even listen. It's already a two tier system when it comes to the rich and powerful and their private information.
I'm guessing Oliver's data doesn't make anyone important enough look bad otherwise his door will probably get kicked in soon as well.
As this data bay be obtained not only by John Oliver but anybody else what would stop a foreign actor to do so and to use it for real blackmailing? The wisest move is not to collect the data in the first place (and to forbid the collection). For everyone. The collector cannot know what the data obtained can reveal when combined with other data therefore it makes no sense to only not collect for congress people (how would the collector even know?).
I'm sure some exec at HBO makes the final call on what they actually publish, if Oliver has actually anything the most it probably results in is that exec being owed some favors down the line.