Because when you're research individuals you are crossing the line between 'just futzing around' and 'building up a file on a person without their consent'.

For instance, for NL:

https://www.justis.nl/producten/particuliere-beveiliging-en-...

That's doxxing. The gathering part is illegal in some countries, usually with a ton of caveats like doing that with malicious intent. Illegal or not, it raises some questions.