As far as I know, only the USA has gone so far as to ask for social media accounts for some visas. (I might be out of date)
E: I'm speaking more about job applications. The US Visa application requirement is of course already being litigated, and hopefully will soon not be a requirement any more.
That makes a lot more sense!
So, yeah, it absolutely does happen and to different (sometimes frightening) degrees.
Most people are not on Twitter or Insta the only possible 'odd one' would be Facebook, and you can say you deleted your account a while ago.
That leaves not much.
I can assure you, our value over time exceeds that of dogmatic thinkers. That's because, by the time you believe something, it's no longer true and we know that to be a fact before you do because we don't buy into this story.