Seeking clients for your business and seeking employment are two different things, so it depends on what kind of help you are seeking from the agency and what services they provide.
If you are asking the agency to find you a job so you have an income while you get your business up and running, then you are seeking a normal employer/employee relationship where you are the employee. In this case, the information requested is none of the agency's business and I wouldn't be giving it to them.
If on the other hand, you are asking the agency to help find work for your business, then they certainly would have a right to ask for this kind of information because in this case, you are looking at a contractor/client type relationship where you are the contractor and the agency is finding the clients. The agency, therefore, needs to be able to cover its own backside and to do that, they need to have some kind of vetting process to ensure that you and your business are legitimate and that you're not going to just grab the client's money and disappear.
So basically, if you're seeking help to grow your business, then the agency should be checking you out first and if you don't supply the information they need to do that, then the risk to them is too high and they won't help you. If you are simply looking for a job, then your business is a separate thing altogether and it's none of the agency's business.
