One reason could be potential exposure to legal issues if someone does something illegal on the Internet connection registered in my name.

Now, if I lived in a halfway sane society, meaning one where the worst case scenario would be police knocking at my door and asking some questions or even serving a search warrant, that might be a risk I'd be willing to take.

Unfortunately I live in a completely deranged one, where the more likely scenario would be flashbangs through my windows, a battering ram through my front door, and full auto rifles in my face.

No, thank you.