The AIX download site only has update filesets, not base filesets.
Base filesets can only be found on the install media - CD-ROM.
You won't find any files of use on the download site unless you already have the base fileset installed.
All filesets require the base fileset, so for AIX 5.2 you will need the fileset at level 5.2.0.0 and then if there are any updates you will be able to find them on the download site and download them.
If you look at the output of lslpp -hac you will see all your 5.2.0.xx filesets also have a 5.2.0.0 version showing. The 5.2.0.0 is the base fileset and the others, 5.2.0.xx, are the update filesets to get you up to 5.2 ML08 SP02.
You will also notice that not all filesets are updated at each ML or TL, so for some you will find the highest is 5.2.0.0 or 5.2.0.31 or some other number less than 8.2.0.8x
The first digit of the last two digits shows the ML or TL the fileset was originally a part of, so 5.2.0.81 suggests the fileset is of TL8 and a bit, probably TL8 SP1, but the last digit does not always tie up with the service pack.
As the download site does not list any bos.data filesets for AIX 5.2 you can assume there are no updates and the 5.2.0.0 fileset is the only level.
As mentioned above, you can only get base filesets from the install CDs.
So to answer your question: "I was wondering where I can get the fileset bos.data" - You will find it on the AIX install CDs and you only need the base fileset because, as you have found, there are no AIX 5.2 updates to this fileset.