You should. They're inventing new ways to use this data against you all the time.
For example, there has been some effort to profile you based on the price you pay for goods on the internet. They assign you a "sucker score". Once you're classified as a sucker, the price you get offered is higher than what a "non-sucker" might receive.
https://www.theatlantic.com/magazine/archive/2017/05/how-onl...