The essay "I've got nothing to hide and other misunderstandings of privacy" is about this idea. The short version is that it's not just about your innocence, but about how your data can be leveraged against you.
Right, it feels like such things as being personally identified and tied to documents could never, when gestated by bureaucratic processes of third parties, possibly involve harm. And it's this kind of casual attitude of indifference which is exactly the mindset that the essay is intended to speak to.