American government is something unique. The Constitution provides a framework for operation, and the Bill of Rights restricts the government from alienating our implied/explicit rights. Originally the federal government was meant to be small, while the states were supposed to manage civil laws (see A9/A10). Since 9/11, I've seen insane power grabs at the federal level, in what I see as an attempt to get citizens accustomed to having their rights washed away (see Patriot Act, NDAA, TSA, NSA hacking tools, etc...).
Put simply, I personally don't trust the American government at the federal level, and it's hard to find reasons why anyone should. People who restrain criticisms of the feds often like to pretend that all they need to do to prevent corruption is get into office any make the changes we want. Unfortunately that's extremely naive and huge waste of effort, especially when Congress has no term limits. I believe the only way to reign in federal abuse is by taking its power away.
My point here is that the government has a long track record for abuse at the highest degree, quite literally, and giving them my most personal and private data is terrifying. The problem is that we can't change governments on a whim, thus if we have a crappy one, we have to deal with it. In a free market however, if a corporation is caught with abuses, we can bury them in court and move to a competitor.