"They" as in the countless spy agencies... I bet you don't even know how many of them are in the USA alone (They all share data anyways, so what's the point?).
And it’s actually not a lot when you break it down. They each specialize in different areas of intelligence. NSA does SIGINT, NGA does GEOINT, military branches do intelligence for military intelligence in their respective branch, law enforcement intelligence for law enforcement, and so on.
i.e.: Parallel construction: https://en.wikipedia.org/wiki/Parallel_construction
Because they get the information using illegal methods... that's why.