Why worry about the FBI if you're not in any of the categories where they have a reason to act? I doubt they care about your legal activities. They've probably got better things to do.
"Arguing that you don't care about the right to privacy because you have nothing to hide is no different than saying you don't care about free speech because you have nothing to say."
-- Edward Snowden
With regards to the FBI not caring about your legal activities, I recommend you look into the FBI blackmailing of Martin Luther King Jr. and COINTELPRO more generally. Their historic behavior doesn't exactly warrant trust.
What he is doing is simply restating the "I have nothing to hide" argument in the context of a different right, in this case the right to free speech. He is doing so to illustrate that the argument is not presenting a justification for the systemic violation of a human right but instead relying on an unstated assertion that the a given persons disinterest in a specific legal protection is an adequate pretext for its removal.
By existing in a database, not only can your data and actions be taken out of context to make a damning case against you, you run the risk of being a false positive in an investigation[1].
In the case dragnet surveillance, you will constantly become a suspect in investigations based on where you were, what you look like, etc.
If your data doesn't exist in some database, at best you won't be caught up in a dragnet investigation. And at worst, your lack of data saves you from expensive court battles and imprisonment over something you didn't do.