How would they obtain this information? The car insurance company (presumably) didn't have it, so the researchers would have to get in touch with each individua

How would they obtain this information? The car insurance company (presumably) didn't have it, so the researchers would have to get in touch with each individual in their dataset and have an awkward conversation along the lines of "we're working with your car insurer, please tell us your race and religion". That's not going to go down very well...