Also which one us is worse to have your data?
Depends on your crimes... But for everyone else, who cares. Every US company (think Facebook, telecoms, hacks, etc) already has more on you than the NSA; they probably just aggregate it all into one DB.
This is the part I don't get - Why do you not care about this? Is it because you believe they are benevolent and will never misuse that information? Is it because you believe they are near omnipotent and therefore there is nothing you could do if they did abuse it?
I'm leaning towards there's not really anything you could do because it will get abused -- even if not by the people who are supposed to protect it. It doesn't matter who has the information, there's always a chance that it falls into the wrong hands. My PII has been stolen at least 6 times in the last 5 to 10 years -- all from places that were supposed to have that data protected.