It's usually down to a lack of sharing of data or, where data is shared, non-standardized formatting of the data which makes automatic analysis impossible. There are multiple departments involved: land registry, property registry, tax authority, benefits authority, and so on.
It's also not a very high priority. Even these types of rare, extreme cases of benefits fraud are usually︀ trivial on a national budget scale, whereas tax evasion isn't.
The XML format provided under OECD model CRS/AEOI makes data analysis trivial.
Motivations are high to︂ spend resources on analyzing this data. The ROI calculation is simple: are the costs of︃ hiring analysts and/or getting software to automatically compare CRS XML data with local tax records︄ less than the immediate and long-term gains of finding out about money hidden offshore? The︅ tax authority doesn't need any other government body to help with this. They have everything︆ contained within themselves. Does Person A's filed taxes line up with the reports coming in︇ from overseas? Yes/no. If no, go to prosecute.
I would not recommend relying on a︈ government's motivation for catching benefits fraud as an indicator for how motivated they are to︉ catch potentially millions and billions of untaxed money. Especially if we're taking about western countries,︊ where tax authorities are usually the most efficient and ruthless government body.