Well opressivs governments dont work by serving good policys to the people, they work by blaming a part of the people for all problems and then promsing to get rid of them/punish them. A scapegoat basically. The opressors don't make it better for the people, but the people are happy because the ones they think causing their suffering get punished.

Historically this has been the communists in Nazi Germany, or faschist italy, modern faschists try to make gay people and people from the far east this scapegoat atm.

The problem is: the scapegoat is never the real cause of the problem. After taking them all to the kz, and life for people still not getting better you need a new one. For Nazi Germany those where Jewish people, just because of their religion, has Hitler proposed the "kommunistisch-jüdische-weltverschwörung" (world conspiracy of Jews and communists) When after the pogromes stuff still would get better, they would blame everyone not arian. (Not blonde, blue eyed, northern heritage)

If a fascist government tries to exclude you or not is just a matter of time, at some point they will rum out of scapegoats and come for you.

You never know which aspect someone picks to exclude you (gender, political view, haircolor, Parents, lastname, sexual preferences, religion, mental health, physical health etcpp.) So it's better to not have someone gather all that info about you in the first place.

Imagine living in China,
where the government is able to request data of each company in their country.

Imagine that China would setup an AI/LLM, to feed all private chat data into it,
and automatically flagging opposition of the government regime.

Imagine a white van appearing in front of your house and disappearing into a concentration camp because you got flagged after expressing your opposition to the government to your mate in a private chat.

All collected data can be abused like that,
or by other means (E.g. a country at war gets hacked, which could lead to leaking critical private information on political/defensive decisions).

To me the question is not if data collected on you will be abused, but rather when will it be abused?

Just having it stored somewhere imposes risks.