All the fed departments, when they're not working to stomp on plebs citizens, they don't really like each other. Each one competes for Congressional budget dollars, and sharing information runs the risk of being seen as redundant and losing their jobs.

Fun fact: the Bureau of Alcohol, Tobacco, Firearms and Explosives was one such department on the chopping block. To show how crucial and necessary they were, the ATF decided to harass some guy living in a place called Ruby Ridge...