It's happening in China, it's happening in arguably the most 'well-mannered' 'Western' country - at this point it's naive to assume mass data collection won't be coming to your country (and they might not always be as well-mannered as Norway currently is).
Some might say 'I don't care' or 'only those who have something to hide have anything to worry about', but I respectfully disagree. For the same reason that I have curtains in my bedroom I want to have agency over my data.
What baffles me is that I'm fairly sure that similar views are shared by many in the HN community, yet the 'crypto/web3' communities receive almost undivided scorn. Yes, it's ridden with scams, but those are still the communities that do the most overall to push zero knowledge and similar privacy-preserving technologies (and contrary to the popular claim here that 'web3 doesn't do anything innovative', some of the zk stuff like STARK/SNARK/PLONK... they already put in production are pretty cutting edge).