Second, just because it doesn't describe your government now doesn't mean it won't in the future, unfortunately. Consider examples of a 1920s German, or a 1960s Iranian (the old regime was oppressive too, but in different ways), or a 2000s citizen of Poland.
Third, there are certainly places where the danger is not from the government but from your neighbors, including to some of the groups I listed. So thinking about this only from the perspective of governments and criminality is off. Hence my claim that "only criminals have something to hide" is a false statement.
Fourth, I suspect that perception of how much one has to hide is highly age-dependent. As people get older they discover more and more things that they either want to hide or wish they could have hidden. Maybe I'm wrong in my guess as to your age, of course, but if I am not, I strongly urge talking about this sort of thing with people a few decades older. It can be _very_ eye-opening. Certainly was for me.