How does running a Tor relay compromise your privacy?
But if you live in a liberal democracy, none of that should be an issue as far as I know, specially if you're running a non-exit node.
The payment providers require KYC. Bitcoin operates using a public ledger that raises privacy concerns as well.
Liberal democracy does not insulate one from responsibility for or accusations of nefarious activity.
Therefore, since it is reasonable to say that a tor node cannot be easily operated anonymously; doing so exposes the operator to some level of personal legal scrutiny that can be inconvenient and time consuming to address at best.
Authorities have been known to seize relays and exit nodes and repurpose them to their own use.