Unfortunately we are living in times where even the most sane countries are getting to the point where completely reasonable things may be seen as illegal, or used against you, in the future.
It's not unreasonable to imagine that insurance companies/banks may soon (if not already) buy your internet traffic to get a profile of you. If that profile matches some risk factors, higher interest rates or premiums could be a thing.
Even the UK has started flexing authoritarian lately with the Palestine action proscription and suppression of protest. There is certainly a trend in modern politics to try to track people online, and they are starting with pornography to normalise it, using CSAM as an excuse to enact more extreme legislation.
Immigration and border authorities are also beginning to expand digital backgrounds for travellers or immigrants.
It's not necessarily about what is illegal today, in your current location, but it's about what might be considered illegal or "bad" in the future and weaponised against you.
Don't assume that your current situation will always be the case. The right to privacy is not for people to do illegal things, the right to privacy is to protect you against authoritarian governments if/when they may intersect with your life.