Instead of using Spotlight, in Finder, click File > Find and search there. The path to the folder should appear at the bottom of the Find window. FWIW, the Data folder doesn't show in my Big Sur installation either. I never noticed that before.
Jon
macOS 11.7.10, iMac Retina 5K 27-inch, late 2014, 3.5 GHz Intel Core i5, 1 TB fusion drive, 16 GB RAM, Epson SureColor P700, Photoshop CC, Lightroom CC, MS Office 365
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