I mean, I agree we don't want spying, but: a foreign government absolutely can use your data against you. Whether its creating a profile on you that could later be used against you when you enter that country, using it for statistical or targeted data for influence campaigns...there are a lot of ways.
China in particular has repeatedly deployed extra-territorial "police service stations" in at least the UK, Canada and the US to punish or harass those it's identified as "Chinese" dissidents or sympathizers in other countries.