Your household size and firearm preferences data can tell a rapist how easy of a target you will be.
Your genetic information can be used by insurance companies to secretly deny you coverage for pre-existing conditions, even though this is illegal.
Your genetic information could also cause you to be targeted by racists.
Your sexual preferences could be used against you as blackmail if the government or cultural moment shifts away from tolerance and they become unacceptable.
Your purchasing habits could cause you to become a prime suspect for a terrorist who used those same items in your area for a recent attack, like if your wife was buying a pressure cooker while you were buying backpacks for your kids doing back to school shopping.
I know a lot of these sound crazy, but consider this: the fact that they sound so crazy would itself make you sound less believable to others if anyone ever did victimize you any of these ways, furthering their odds of being able to perform that successfully without repercussions.