“Government” isn’t a single entity. What’s the worst thing the state’s statistics department can do to you? Is it really that more dangerous than, say, Amazon?

Like you said, it's not a single entity. One collects the data, best, the ones that are harmless because they can't do much but others take that data to justify their actions.

A store can sell its data to authoritarian governments that can jail people, to insurance companies that in some countries can prevent you from getting a credit card, a loan or even a job.

Now another question: what the best a government is likely to do with this data? What is the best a private company is likely to do with it?

>A store can sell its data to authoritarian governments that can jail people

I find it unlikely that my local supermarket is going to sell my purchasing habits to China or Iran. I'm far more worried about my local government getting their hands on it, but at that point I don't see the distinction.

>to insurance companies that in some countries can prevent you from getting a credit card, a loan or even a job.

In what country are insurance companies determining whether you can get a credit card/loan/job? Are you sure you don't mean credit bureaus?

> I find it unlikely that my local supermarket is going to sell my purchasing habits to China or Iran.

Oh really? Do you think they run an ethical check on people who propose to buy their data? I a sure China is home to a lot of cheap backend services and their clients don't think twice about it.

> Are you sure you don't mean credit bureaus?

Probably yeah, I am not used to that American thing. People think the CCP invented the reputation score but US' private system predates that.

Grocery stores can ban me for life - which means I starve.