Imagine if a country manages to establish a surveillance state with a single cabal in complete political, legal and economic control. Suppose that this establishes a system using modern surveillance and censorship technologies that is so complete in it's control of public and private life that the system is in a permanent steady state.
There may be several possible steady states, one might be a pervasive totalitarian surveillance state and another might be a liberal democracy with individual freedoms and a system of checks and ballances. But while both such systems exist in the world, it's possible that one or the other might establish dominance over the other. In fact one or the other winning out seems inevitable in the long term.
So as long as an oppressive totalitarian surveillance state exists in the world, there is a risk that it will become the steady state for the whole world. China has such a system. WhatsApp is thoroughly subverted by the Chinese government and is an integral part of their surveillance and censorship apparatus. It might even become the key component that enables complete and permanent stability for the Chinese totalitarian system.
Then imagine yourself using one of the apps contributing data to that system, even if from outside the country. Oh well, maybe we're already using many of them and we didn't notice.
Since I don't live in China, should this bother me?