If a vendor who mainly sells online is caught, their only source of leverage against jail time is the bank of customer addresses and description of products they purchased (this last part really depends on whether said descriptions would further incriminate the vendor. However a smart vendor would keep all this information encrypted somewhere and only reveal it if it helps them).
If a vendor burns the addresses, there are likely no benefits since this cannot be proven. It would also be difficult to prove if a vendor is lying.
So keeping names, addresses and purchase histories might help a vendor caught selling but discarding them has no benefit. Therefore all vendors should keep a detailed purchase history on their customers and lie about it on their vendor page.
This is only true for big vendors who supply resellers domestically. LE doesn't really care about end users addresses or some dealer on the other side of the pond, but they do care about the number of transactions, and any kind of info containing amounts, names etc.
Extortion is done routinely in some places by the police, they threaten to take your kids, seize your family's bank accounts, incarcerate your wife etc, so you give up the password or break down completely and give all the evidence you have against yourself. Or they trick you to believe these addresses will help you than it turns out it just makes things worst.
tldr; it's better to get rid of anything that can be used against you.