The main reason is that the credit industry isn’t in the business of running an intelligence service or part of law enforcement. That said, what they are connected to is almost the same as an intelligence service, that being the advertising industry, and there’s literally nothing stopping them from selling or even being forced to give their data to law enforcement. The only reason it doesn’t happen more I’d say is just the optics of it.

Ultimately what’s needed is a digital payment system that’s at least somewhat anonymous, but that’s an incredibly hard nut to crack. Bitcoin tried it, but largely failed to do so (and immediately got corrupted by speculators that wanted to use it as a forex instead of currency). A couple of the other crypto currencies that have come out since then have claimed to be better but I’m still incredibly skeptical that there’s any real anonymity there.