It is possible to live life at a higher standard than simply the minimum legal standard. In many communities, norms of attribution go well beyond what is required by the copyright law.

For example, in academic writing, it is still considered plagiarism to copy from public domain texts without attribution, even if it is not copyright infringement to do so. Accordingly, academic writers attribute their quotes of public domain texts, even though there's no legal need to do so.

Here, Harvard is asking nicely that people attribute the data. In academic contexts, that's perfectly normal and reasonable. Anyway, it's just a request, feel free to ignore it -- you're right that you are legally free to do whatever you'd like.