Ok understood, so a vague fear of being punished for what you said today in the future by governments or insurance companies.

I can see that happening in the future albeit with a low probability in the Western World at least. Of course you never know

In Austria there was a case where protestors were jailed for months because mobile phone records placed them close to a house that burned down. Only after the trial showed that the house burned down because of an electrical fault the day before the case was thrown out. But the people's life was ruined already -- being put in jail for no reason fucks you up.

Western democracy doesn't help much when a higher up wants to get you.

And then there are all the crazy bastards beating up people for their religion or their sexual orientation. It's been shown that Facebook leaks some personal data to advertisers with carefully crafted campaigns.

And if that doesn't worry you, there's also all the fraud that is spread via Facebook ads: "Better Ads" means "More convincing cons". Con men use ad targeting to deliver exactly the kind of fraud you are most likely to fall for. A relative of mine fell for a finance scam -- it seemed perfectly legit, and thanks to Facebooks accurate targeting the campaign was delivered exactly to the right person that would fall for it.

Don't give them your data.