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Even if you are not "doing anything wrong" (as far as you know), massive surveillance can harm you directly.
'I've agreed to turn myself into such a submissive, pliant, uninteresting person that I actually don't think the government is interested in me.'
Then there is the danger to democracy. Even if you are not a political activist or whistleblower, you depend on them to protect you from injustice.
Here is proof that surveillance intimidates lots of people who haven't done anything wrong.
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