Ones related to safety. The other ones related to a nebulous concept of data privacy
In the US, people who gave their information to the government as part of a program to protect them from deportation are being deported.
Privacy and safety/security are not distinct concepts.
It is for that reason in the German constitution.
It's not like a future hypothetical fascist dictatorship isn't going to have access to the necessary records to piece it together or would follow its own GDPR constraints, nor would the GDPR stop it from arbitrarily deciding some people are Jewish without detailed evidence.
I'd like to think the GDPR is underpinned by better philosophy than a false hope it could prevent a future Holocaust.
A core rule of data privacy is to restrict yourself to the necessary information you need. Religion like sexual orientation is rarely justifiable why it is collected at all.