One of the biggest dangers is to forget that organizations, be they companies, governments, or whatever else are made up of people. So you're not voluntarily conceding your information to some organization beyond the base interests of people. As an example of this one of Snowden's revelations is that the NSA would regularly grab and share sexually explicit photos with their friends. [1] In another instance, NSA workers would spy on their 'love interests' frequently enough that they had a tongue in cheek label for it - LOVEINT. [2]
You might support actions such as the NSA spying on the porn habits of Islamic 'radicalizers' planning to release the information in efforts to discredit them. [3] But consider that who governments consider good and whom they consider bad is something very much subject to change. For instance are you aware of the now infamous letter the FBI sent to MLK in an effort to blackmail him and even drive him to suicide? [4]
These are the people that you'd so happily give your information to. The notions of a black and white, good and evil, world is something out of Hollywood. In reality there are good and 'evil' sides to every nation and organization. And when you submit yourself to any, you don't get to pick who your information is made available to or how it will be used.
Finally there is the matter of risk:reward. You stand an extremely low probability of being victimized at any given point in your life. And even if you are victimized it will be likely to be a petty local offense such as burglary, robbery, assault, etc. These are not the sort of actions that national intelligence agencies are tasked with preventing, which is more along the lines of terrorism and national security dangers. By being so happy to turn over all information about yourself you expose some risk that that information will end up being used against you. How does this increased risk compare against the decreased risk due to whatever value your personal information provides? This is not really possible to measure, so each individual must decide for himself. But I find it difficult to imagine that this is a beneficial exchange.
[1] - https://www.nytimes.com/2014/07/21/us/politics/edward-snowde...
[2] - https://www.cnet.com/news/nsa-offers-details-on-loveint-that...
[3] - https://www.huffpost.com/entry/nsa-porn-muslims_n_4346128 (unfortunate source, but it is a well written and sourced article)
[4] - https://www.nytimes.com/2014/11/16/magazine/what-an-uncensor...