Researcher-Client Privilege

I was reading Gang Leader for a Day by Suhdir Venkatesh, which is riveting (although he constantly comes off as unbelievably naive, you don't get a good sense of the years passing, and all the fuss over how dealing drugs is a business that runs like any other seems foolish, business is business).

But, some sentences from page 186 bothered me:

There was no such thing as "researcher-client confidentiality," akin to the privilege conferred upon lawyers, doctors, or priests.... While some states offer so-called shield laws that allow journalists to protect their confidential sources, no such protection exists for academic researchers.

And I ask, why not?

Lawyers have a JD, academics (usually) have a PhD. Physicians have an MD, we who are also doctors (but not physicians) have a PhD. D, D, D! Physicians try to cure the woes of individuals and also groups of individuals, we PhDs, especially social scientists, try to heal the woes of society as well. Like journalists, we may need to investigate and study the unsavory or illegal.