I know this was mostly glib, but it really doesn't work that way. There aren't centralized data repositories that even can be joined, in many cases. Even when they could be (by batch/paper-form request/extremely slow system integration) joined conceptually, many decades of inertia, law, regulation, and political opposition often prevent those interconnections from existing. Even when they are permitted to exist, they're usually implemented in extremely broken ways.

And plenty of that headwind is not coming from the "party of small government"! The refrain of "the government should not have centralized data it can use to infringe on my rights" often transcends party, depending on what issue is at hand. That's sometimes a reasonable position to hold, but it definitely has a cost, especially when taken to extremes, or when make-citizen-services-work-better initiatives are framed as spying or whatnot.