You're entirely correct about the three letter agencies.

HOWEVER

If any of your family members have done a test like this, the cat is already out of the bag. My parents have done genetic tests, as have several of my cousins. So in effect, my DNA is already on file.

And that's how the got the serial killer, from his family's genetics, not his direct samples.

I feel like you are informing me I need to make all my family just disappear to safe guard myself >.>

At this point if anyone in your family (including cousins) submit dna to one of those sites, they can use it to track it back to you with basic sleuthing skills. They've solved a handful of cold cases this way.

Which is silly, since comparing two individuals is very quick; when you get a hit for a subset, you can just do a one-to-one comparison to check.

True, but labs are backed up. There are thousands of rape kits sitting some where just waiting to be tested. Plus most people, police, lawyers, and etc don't understand how DNA comparison works. You will even hear in court that DNA match 96.8% instead of 100%, because that is what the lab said. People prefer ignorance so they look like they understand then to question what that percentage actually means.