There's a big difference between voluntarily choosing to give information and being forced to give information
or you will be fined $180 a day.
Plus governments have a lot more power to misuse information, and already do misuse it.
The US Census was hacked last year so assurances about security are not convincing.
Many people withhold or give false information to Facebook or similar sites to protect their privacy.
Good discussion here:
Is the census really 'no worse than Facebook'? - Hack - triple j