"I don't have any friends, I cover up in a burka, I put a stone in my shoe so my gait changes"

There are a few problems here. For example a huge number of stores and parking lots correlate how you show up to what you buy. So if you come in your car it doesn't matter if you use cash or not, your purchase can still be identified to your vehicle ID.

There are all your friend, well if you have any, that create a you shaped profile in their data.

There is also a U shaped hole in your actions that shows up pretty well depending on how many people around you use cards.

At the end of the day you're probably on more watchlists because you're an outlier.