I also think assuming that you know this can't hurt you yourself is naive, but it's just easier to point to people in more vulnerable spots.
It's not entirely implausible that, within your lifetime, your country's leadership takes a turn to conservative Christianity, and the mere fact that you actually bought D&D material will have some negative consequence.
Now obviously in this case I wouldn't worry about it, but I'm just trying to point out that even something as 'innocent' (to us) as D&D is considered actively dangerous by a non-significant group of people who are also generally more comfortable with imposing their views on others (because it's not theirs but Gods).
One thing that took me a while to understand is that the problem is not primarily that your behavior is essentially public, but rather that it's recorded and stored 'forever'.