Is it actually wrong? Data is plural.

I kind of assumed it was one of those 'correct grammar' things like 'an historical' that looks wrong but isn't.

Data was plural. It's definitely singular now. The old way is not necessarily "wrong", just awkward. Correcting people to use the old way is wrong, however.

Remember, if you're pedantically holding on to archaic conventions for data, and you don't use "agenda" as plural, you're a hypocrite ;)

"An historical" actually is 'wrong' (for as wrong as anything can be in English, which generally isn't very). "Historical" doesn't make a vowel sound when read (which is the rule).

It does if your dialect has a silent H there. A lot of people that pronounce "an historical" do so with a silent H.

Maybe not silent, but definitely muted. It's a soft "H" and probably borrows its pronunciation from Spanish.

Correct, data is a plural. OP either doesn't know that or is making a more nuanced complaint about stodgy old style guides that used Latin to decide things like this.