When people get their identities stolen, or lose all the money from their bank accounts, this might be regarded as "random" events, in the same way that most people won't get mugged and when it happens it's because of "randomly" being in the wrong place at the wrong time. But more people have experience dealing with the government, and though they believe that criminals aren't interested in them they know that the government might be, and thus the government is seen as a more tangible threat.
Is it possible that governmental surveillance is on average a good thing, since it raises people's awareness and makes them protect themselves more? Having enough money in your bank account to buy food is, after all, a more basic need in Maslow's hierarchy than not having copies of your e-mail conversations in a government database.