When the federal agent is abusing her or his authority, of course. This point can then serve to to bring up deeper research which illustrate that this "ridiculous" hypothetical is a stone's throw away from what has already happened, and what may be happening now. Such as:
http://www.reuters.com/article/us-usa-surveillance-watchdog-...
Or,
http://www.slate.com/blogs/future_tense/2013/08/23/bloomberg...
The first step of persuasion is describing how the problem for the many is a problem for the individual, i.e. the other party. People are less inclined to read more into things ( or listen to a longer explanation) if they don't see an immediate personal stake. "God, this guy keeps on talking. The NSA is listening in to ten million people's phone calls? Their email too? Well, that's their problem! I haven't done anything wrong!"
> "I have nothing to hide" it's generally short for...
The statement I intended to castigate was "I don't have anything to hide, so I don't care if they spy on me". I did not clearly elucidate that in my original response and instead shortened the statement to "I have nothing to hide", which was a mistake.
"I have nothing to hide" by itself is indeed shorthand that can be said in some contexts without reflecting badly on its speaker. But in discussions about government abuses/ovverreach in which there is ample evidence that law enforcement officials have been untrustworthy, the "so I don't care if they spy on me" indicates some self-delusion.