Sure, I can give an example: it goes beyond simple basic fingerprinting, it allows you to be associated with a group of "others" (your cohort) in ways that can be dangerous to you.
Suppose you live in a country where you may not enjoy certain freedoms or some behaviors may be outlawed; end up in the wrong cohort(s) and a state actor will be able to know these things rather easily, this is not to say there aren't already means to do it today, but why make the job even easier for them?