Intelligence investigation takes time, and Jimmy didn't expect Mr. Jude to hand over a complete file in just a day or two. That would be too idealistic, and if they truly could provide such comprehensive information so quickly, he might as well consider eliminating them altogether.
A gang that the intelligence agencies have no data on—yet you keep full records, provide them at any time, and even supply FBI agent information. What are you up to?
The reason the intelligence agencies don't have data is purely a professional issue. Assassins are unlike other professions; these kinds of people might have worn down their fingerprints, use unregistered guns, carry unregistered phones, and hold fake identities. Even if a photo is taken, it's highly likely to be of someone in disguise.
The only match might be DNA, but as of now, there's no DNA database, and even fingerprint databases only exist for criminal records and certain businesses, lacking total coverage.