Golden Dawn has accumulated a wealth of information about the Thule Society, mainly because both organizations study mystic powers. However, the fundamental theories of the two considerably deviate from each other, leading to several conflicts in the past.
These conflicts were not as simple as many would imagine, at least according to the internal information from Golden Dawn. There were casualties on both sides during these conflicts.
Of course, the casualties mostly involved frontline operatives of both organizations, not core members like Leonard. Still, this was enough to clarify the exact relationship between the two sides.
Due to this, Golden Dawn had a large amount of information about the Thule Society. So, when Leonard merely made the suggestion, Golden Dawn provided over 20GB of information about the Thule Society.