> The NSA knowing your search history is no big deal (as long as you're not looking for anything illegal)

Until someone at or above the TSA decides they don't like you. And then they use your search history to blackmail you. Because lots of people search for things that wouldn't be comfortable being public. Or search for things that could easily be taken out of context. Especially when that out of context makes it seem like they might be planning something illegal

Heck, there's lots of times where people mention a term / name for something on the internet; and, even though that thing is benign, the _name/term_ for it is not. It's common for people to note that they're not going to search for that term to learn more about it, because it will look bad or the results will include things they don't want to see.