I default to pro-privacy, on principle, but are you talking about a more specific threat?
A threat that outweighs the benefits of: possibly increasing the likelihood/degree of takedown of an alleged scammer, and also possibly being more likely to be compensated for losses?
The FBI maintains databases of individuals that they consider potential terrorism with such weak definitions that anyone who uses a blockchain application would qualify[1]. When you are put on the list, they will never confirm or deny whether you are on the list. However you will find yourself losing rights to internationally travel freely without harassment, may have computing devices compromised by agents, may have wiretaps or microphones placed in your residence, and more.
I will admit that they do target US citizens less than others, but most hashflare victims are not US citizens and do not get those protections.
A threat that outweighs the benefits of: possibly increasing the likelihood/degree of takedown of an alleged scammer, and also possibly being more likely to be compensated for losses?