Next thing is the question what would be wrong about an agency, knowing about your fakeprofiles or what porn you looked for? Do you realy expect them to sniff those data for every single person out,just because they have so much freetime to spare?
They do this after they got the task to check out a supicious person and if you ask me, if you are harmless, the more they find out about you, the lesser chance, that they suspect you any further because they will notice that they got the wrong one.
For example they are looking for someone who smuggled some nasty missiles into the country and supplied them to a local terr0rcell. They know about the time that incidend happend. Somehow they suspect you and now they are starting to check out your data. And woha, he was clearly at home at that time, posting from his computer some faked FB stuff what no one else would have done, given his posting history over the last 2 years. "We got the wrong one here."