Why worry about the FBI if you're not in any of the categories where they have a reason to act? I doubt they care about your legal activities. They've probably got better things to do.
-- Edward Snowden
With regards to the FBI not caring about your legal activities, I recommend you look into the FBI blackmailing of Martin Luther King Jr. and COINTELPRO more generally. Their historic behavior doesn't exactly warrant trust.
In the case dragnet surveillance, you will constantly become a suspect in investigations based on where you were, what you look like, etc.
If your data doesn't exist in some database, at best you won't be caught up in a dragnet investigation. And at worst, your lack of data saves you from expensive court battles and imprisonment over something you didn't do.
[1] https://www.pbs.org/newshour/show/a-father-took-an-at-home-d...