The main problem with the "intelligence" agencies is they are public employees with the standard of public employees (i.e. average to low professionals, with some exception). The "intelligence" agencies used to work with experts (even Nobel Prize) and the "best of the best" in each discipline (Will Smith Voice). However, right now, they contract professional that are willing to work for $3k x month, in a workplace with lots of restriction and few incentives. So, it is not strange that real experts work for privates (better salary and less controls).
They already know he stole the data, and they know how he stole it, but they need him to actually confess, since the only way they know about it (not to mention how they had the data in the first place) is by way of their illegal spy software, which of course would be inadmissible for actually prosecuting him.
Lucky for Dilbert, intelligence is not a prerequisite for government employment.
Out of experience I can say you just need a couple of buzz words to keep to security agency guys busy for hours, weeks even. I must warn you guys though, it is not a good idea to talk to your colleague, while standing in line at the passport check, about "this project that has turned into a real pressure cooker and that the new addition to the project board is a real terrorist that has put a time bomb under the project by presenting new requirements".