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 You are exposing the same data, the matter is to who. So if you consider more dangerous some random relay operators or a big tech that match and share your data with other big techs, building a very detailed profile.

Hownever I understand your concerns, in fact probably you will soon find a big tech within this random operators.

Some clients are already working on this front, for example Gossip and Coracle permit to selectively block the connections to "external" relays. 
 I expose more data when signing up for Twitter, but it’s only accessed under extreme conditions, like if the government requests it, which is really concerning.

I recently saw several doxxing campaigns on Twitter, and having random people access to your approximate location is, imo, very dangerous.

On Nostr, I think we can do much better, especially with its permissionless nature. Clients could offer an optional completely anonymous mode.

I also want to mention my deep respect for many clients, especially what Amethyst is doing with its Tor integration, & others.  
 I think "Extreme conditions" is often a false security.  The Facebook - Cambridge Analytica scandal should rember that.
I prefer a situation where I know I'm actually exposed to possible monitoring, to force me to choose the countermeasures that I think are more appropriate.

An anonymous mode is unfortunately pointless if users don't understand the implication of privacy and its value, and go on doxing themselves publishing personal informations. A little awareness is needed, before the technical tool.

Btw, I agree that this is a important topic that deserves more attention.