With a few exceptions, the usefulness of the number is also just quite limited already. It's a unique identifying number, not a secret password. The problem is that it used to be considered quite secret, and you could do things like take up a loan over the phone using just your name and CPR number - which obviously got abused by scammers.
This leak is bad because there are still places and people who don't understand that producing a valid CPR number is not proof of anything.