WES accreditation is only required for courses from universities outside of the US to prove that they are equivalent to one by an accredited US university.
For example, WES may look at a course by an Indian engineering college that assigns points out of 100 and then converts it to an equivalent score for a similar course in the US out of a 4.0 GPA scale.
As the MS in Data Science Programme is from Northwestern University, a US-accredited university, there is no question of having WES review and recognize the course for credits.