The problem is the source isn’t one place. The source is a collection of 500 MLSes across North America. They have a vested interest in keeping the data accessible only for licensed realtors. Striking a conversation with 500 MLSes would be a big undertaking, I would need contacts and connections in the real estate world.
Hmm the source Zillow and other realtor company’s get their data from are local governments. They all offer tax, ownership info, last sale price etc. they all also charge differing amounts from free (if you walk into their records office) to cost per dataset to as costly as cost per data request. Then there’s the sheer number of locales you must query for this info, typically on a per county basis. So you head to a data broker who has collected all of this information but they charge for their time and efforts which is $&$$. So that’s why I mentioned Zillow’s public servers are cheaper
Contacts and connections are easy. Money is harder :)