Private user data is always known to be important. This will allow them to know who among the individuals should be targeted so that they can achieve the type of outcome that they want. There was a scandal recently involving Facebook and Cambridge Analytica. People realized that their personal data might be distributed to other third party websites. This proved to be true and has led people to close down their Facebook accounts.
Private consultancy jobs would need to use data in order to know the approach that they would do to make their strategy more effective for people. People became alarmed when they realized this however and Facebook already stopped supplying information.
Private user data is valuable to any kind of consultancy because it will allow them to precisely target individuals. The best example of this is the recent scandal involving political consultancy Cambridge Analytica and Facebook. Cambridge Analytica bought private user data from Facebook users in order to be able to precisely target individuals' Facebook page and place specific ads there.
Politicians and campiagns who consulted with Cambridge Analytica were able to have their ads on Facebook pages of people who lived in a candidates district. Users were becoming aware because they were curious how an outside advertiser was able to know things such as browsing histories and their preferences. It is very easy to say why a consultancy would want to get access to private user data. It would allow them to effectively do their jobs that much more better. It opens the opportunity for optimal consultancy to be able to take place.