When an employer, for instance, is able to request data aggregation services for a break down about your entire life without or with forced consent from you, or able to monitor and analyze every step of yours during working hours, it's dehumanizing.
Similarly, it doesn't matter whether those with access to data regarding you have only good intentions. It may be pleasing to have a store know everything you like and need right in the moment, you still should be able to walk in and out (pseudo-)anonymously when you wish to.
Same with the state. We say not to talk to the police. In trials the determination what evidence can be submitted is always an important step. So why should the police, prosecution, intelligence agencies, or any other entity be able to access or collect data about you and evaluate it without due process?