Bruce Schneier put it quite succinctly in his article The Eternal Value of Privacy (from 2006):
Some clever answers: “If I'm not doing anything wrong, then you have no cause to watch me.” “Because the government gets to define what's wrong, and they keep changing the definition.” “Because you might do something wrong with my information.” My problem with quips like these – as right as they are – is that they accept the premise that privacy is about hiding a wrong. It's not.
It plays into the principle of probable cause (which may or may not be law in your state) and against the idea of widespread surveillance and data retention.
Some clever answers: “If I'm not doing anything wrong, then you have no cause to watch me.” “Because the government gets to define what's wrong, and they keep changing the definition.” “Because you might do something wrong with my information.” My problem with quips like these – as right as they are – is that they accept the premise that privacy is about hiding a wrong. It's not.
— https://www.wired.com/2006/05/the-eternal-value-of-privacy/