On the web you can do that much more efficiently. That scares people.
As in any defense/offense situation, it’s all about balance.
"By the way, if anyone here is in marketing or advertising... kill yourself..."
In particular because "I have nothing to hide" means "I have nothing to hide until now, and because of the corporations and states that have access to my data are lead right now by people I trust not to misuse that data"
But if tomorrow the government change, and suddenly your searches for "gay bars near my location" becomes illegal, you'd rather this info not be in everyone's hands...