"Tesla is a big threat to many car manufacturers."
Not really. If they were making shed loads of profit, they might be, but anybody can lose money with a sexy product.
"And so the bigger question might be: who's getting the data? With Tesla data, there's lots of potential buyers, with SpaceX, only a few. It's also possible that SpaceX does have a data breach and either doesn't know or hasn't figured who the leaker is yet."
There may be fewer customers for SpaceX data, but they are bigger and the information could be more valuable. Neither company has tech data worth all that much, but detailed financials might be very interesting and details about talks with potential customers would be very valuable.
"This is strange that they don't have law enforcement involved as other companies many times will."
Tesla will need to file a suit today if they haven't already since they have named the person and made public accusations against them. They will also need a judge to approve any subpoenas they want to serve and to issue any data preservation orders. If Tesla wants to prefer any criminal charges, they will have to present a case to the District Attorney who will direct that an arrest warrant is issued if the DA believes that there is a case.