Why should it matter to me who is spying on me rather than being spied on at all? Also, I don't know about you, but I find the idea of my own government spying

Why should it matter to me who is spying on me rather than being spied on at all? Also, I don't know about you, but I find the idea of my own government spying on me just slightly more of an immediate threat then a country I have no plans of ever visiting.