The cost is the risk of someone using your data against you in the future, against your will. For example, even seemingly benign page visits, like apolitical Y

The cost is the risk of someone using your data against you in the future, against your will. For example, even seemingly benign page visits, like apolitical YouTube videos and shopping data can probably be combined with location history to infer political affiliation with good accuracy with some basic machine learning. That kind of data only needs to be collected once, and it's out there forever. Now imagine the wrong authoritarian party gains access to such data in 5 or 10 years, and now knows that you've spent your life going to church and watching gun videos, or that you visited a planned Parenthood clinic and listened to a strongly liberal artist.