I have two reasons for wanting privacy. For practical reasons, the less info that is "out there" about me reduces the attack surface for scammers, ID thieves and the like.

But leaving aside crime and misuse concerns a more fundamental reason why I want privacy is simply because that is my personal preference. And that is a preference I shouldn't have to justify to anyone. I suppose if I were pushed to provide some kind of a justification I would say that I get comfort from knowing that I am privy to information that no one else is - it helps to define me as an individual.