Double blind review: anonymise data source?
A dataset may not be publicly available, but there is no way for anybody but the owner to know who the owner may have chosen to privately share that dataset with.  

As for the owner of the data: I would expect anybody who was closely involved enough to know who the data was shared with to have a conflict of interest and to therefore not be used as a reviewer.  Certainly, as an editor, if I saw a paper used a proprietary data-set from IBM, I would not invite a person from IBM to be a reviewer.

As such, I would judge there to be no need to blind the origin of a dataset.