With the Patriot act the US Gov can freely access the MNR data in the US, identify hunters and flag them as gun owners for additional scrutiny when crossing the border. Then with NSA algorithms they machine scan our posts, tweets, txt msgs, etc... then correlate the multiple sources of info to profile us as we travel to and around the US.
Privacy does matter for honest citizens when overzealous police agencies take notice of you for any unassuming reason.
Think of no-fly lists, where you cannot find out why you or someone with your same name gets listed and there is no way to get your name off.