Basically this scenario comes to mind :
a) A power change occurs within a government. This power change facilitates the changing of laws.
b) A corporation with massive stores of information about individuals is within this government.
c) New government doesn't like X people because they aren't Y people. New government coerces corporation within legal boundaries to fess up data on X people.
d) New government does horrible things using list provided by and facilitated by corporation, through no direct fault of that corporation other than the happenstance of existing within a country with ever-changing laws and regulation.
[1]: https://www.engadget.com/2017/01/26/trump-signs-executive-or...
It depends how deep your desire for annonimity is...
It all depends on your threat model and how wanted you are as a target.
1 - (https://jezebel.com/5887363/creepy-cops-use-dmv-database-to-...