Why is this important?
For your legal certainty: It is important that the government is predictable, reliable and can be scrutinized. So that you know where you stand. The basis for this is that the government abides by the law.
For democracy and the rule of law: We must be able to hold the government to account, question it and dismiss it. When the government is much more powerful than its citizens, for example because it has a lot of information about its citizens, this becomes more difficult. Therefore we set limits on how much information the government can collect about its citizens and how it can use that information.
For a just society: Everyone should have the same opportunities and freedoms and follow the same rules. When the government applies the rules more strictly in some cases than in others, or does not itself abide by the law, this becomes compromised. Inequalities will arise between people and the willingness to follow the rules decreases.