Everywhere is a bit of a misnomer. Yes every country will research whomever they're dealing with, that's just basic politics and business.

But specifically seeking out compromat is not something all countries do, it's what bully countries like the US, Russia, China, Israel, etc will do you try to control others for their own benefit.

Having your spy agency look into the politicians and business people they deal with is a good idea, doesn't mean you're attempting to blackmail and threaten them. And that's what compromat is for, blackmail and threats.