That is a sad reality for centralized exchanges especially if they are operating in a country like the U.S. which is serious in implementing rules and regulations to fintech companies and obliged them to make such disclosures on their customers!

With regards to exchanges transferring customer data to credit organizations, I think I find it very unusual but I suppose both of them are bound to share financial data of an individual in accordance with Government rules and regulations which I would assume that credit organizations may need to know other pertinent data aside from your credit history and exchanges may also want to verify your source of funds - both as a means for regulatory compliance which could be aimed to curb money laundering or taxation purposes.

I guess there is nothing we could do about it not unless we use DEXs for trading or chose other exchanges that don't require KYC verification to hide our identity or find an exchange which that have NDA (non-disclosure agreement) that you may find favorable to protect your privacy. I hope these three options mentioned previously could provide you a relief on your issue. Imho.