If Joe Blow off the street walks into a federal agency and takes all their data – open and shut case, throw the book at them, see you in a few decades.
If someone from the White House walks into a federal agency, tells the agency leadership "the President wants me to take all your data", and the agency leadership replies "sure, go right ahead" – not a scenario people were expecting, so the existing laws haven't been crafted to clearly criminalize it. Maybe some enterprising prosecutor can find a way to map it to the crimes on the statute book, maybe it is just too hard. But even if the prosecutor overcomes that hurdle, it will be far from easy to convince the jury / trial judge / appellate courts that the legal elements of the crime are actually met – and if it actually gets as far as a conviction upheld by the appellate court, what do you think the conservative SCOTUS majority are going to do with that when they get it? And many prosecutors, foreseeing those low odds of ultimate success, will stop before they even get to an indictment.
So, I think the odds of anyone ultimately being convicted over this are low, even if Trump never pardons them.
Maybe, Congress might pass a law to make it more clearly illegal, which might make it easier to prosecute if a future administration repeats the same behavior.
EDIT: if people are downvoting this because they think my analysis of the likelihood of successful criminal prosecution is wrong, it would be great if they could reply to explain where they think I got it wrong