I can explain the logic behind it.
The first step you need to take is view a government as a hostile entity. It's not your government, it's occupational government. It's unjust by default and you don't agree with the rules it makes, including immigration and taxes.
Now imagine there are three arms of the government -- the one that collects taxes, the one that administers unemployment benefits and the other, which gives out visa, including family reunification permits.
You, as natural born citizen want to bring another person from the outside as a partner and for that you need to sponsor their visa. Government in their infinite wisdom decided you need to earn a certain amount of income for a certain time to be able to sponsor a partner (otherwise you both will be able to claim benefits). To do so you get a list of unemployment premiums paid from one agency and submit to the other.
Now here is the kicker -- if the government is able to aggregate the data from all the agencies mentioned above, they can better implement their policy, i.e. deny you family reunification visa AND bust your for not paying taxes. To aggregate the data they need to have the primary key to join datasets, including data sets from the governments from other countries (see CRS).
In this imaginary situation you can get your partner a visa and immediately stop working. If the government is able to join datasets, something will automatically trigger and you will get the letter saying visa is revoked.
You can disagree or agree with any specific policy, or you can deny government the capability to implement privacy invading policies.
Think of it as a backslash against tracking by google on all the sites with ad sense, algorithmic feeds and the rest. Maybe gestapo is not sending you gulash tomorrow, but it's symptomatically not great.
Add:
Can the government ask Palantir to join datasets without the primary key? Sure they can and they do, that goes against the same principle as above. Is it better to have civil freedoms and privacy protection that come from literally doing Holocaust? It's better, but it's not on menu yet.