I'm going to assume that you're debating in good faith and will accept a powerful but unsympathetic example. The Golden State Killer was caught because his family members used commercial genetic tests, allowing investigators to triangulate him through DNA left at the scene, despite him never linking his DNA to his identity: https://en.wikipedia.org/wiki/Joseph_James_DeAngelo#Arrest,_...
Obviously this was a terrible man, and I certainly don't regret him being in jail. However, it demonstrates that your relatives can expose you to privacy violations without your knowledge or consent, and likely without their knowledge. It's like when an app asks for the list of your phone contacts, it's not just your privacy you're surrendering.
If we ignore that the man in particular was a horrific serial killer, which I know is hard to do, this shows how people can suffer consequences from other people taking these DNA tests, and surely you can see how that kind of sucks? Like, this shows the technical possibility, which is unaffected by the actual reason for doing so.