I assume OP actually meant the additional info the government can get from where I authenticate with my goverment ID to a company.

Hypothecial situation: You wanna buy a sex toy.
If the goverment does store where and what you buy, they could punish you by withholding services.
And they might not say why and give a bs excuse or send you on a goose hunt to do more paperwork.
You can suspect that but probably never proof that it was the case.