Well, guess what kind of treasure trove that census data was for the Nazis later.
My point is - it's not just "this modern age". In every age sharing too much information about yourself is potentially dangerous, even if you can't see the danger yet.
Next on HN: Falsehoods Programmers Believe About Race
One of the personal projects of mine was to put on a map the nationalized buildings that used to be owned by Jewish owners (I live in a former Easter-European communist country, we did nationalize a lot of stuff immediately after WW2 ended). That was pretty simple: I just got the nationalization order/law from back in the day (it included the names of the building owners and the addresses), I inputed it in a database and then I matched those owners' names against a public database containing only jewish names, meaning this one [1]. It was a lot more difficult to exactly geo-locate those buildings on a map (a lot of street names had changed in the last 70 years) than it was to guess the ethnicity of a lot of people on that list.
Again, this was part of a personal project that I had built in order to better know the history of the local Jewish community, but I could see the same "technique" (meaning just plain name matching against a known database with positive ethnic identification) being used for nefarious reasons in other circumstances and places.