Governments are immensely excited about the technical possibilities available to track all citizens every second of every day. Sometimes surveillance is outsourced to ad companies such as Meta and Google. But governments themselves also have a good information position, for example through the access they have to the payment system.
One of the important reasons for governments to harvest financial personal data and other relevant data is taxation. There is also interest in microdata in that domain, according to a 2019 publication [*] on the OECD website.

Read the announcement The potential of tax microdata for tax policy and the full paper (pdf). The announcement:

This paper explores one distinctive form of the ‘big data’ of economics – individual tax record microdata – and its potential for tax policy analysis. The paper draws on OECD collaborations with Slovenia and Ireland in 2018 where tax microdata was used.
Most empirical economics is based on survey data. However, the current trend of low and falling response rates has placed a question mark over the future value of survey practice generally. By contrast, this paper discusses the increasing use of tax microdata in economic research and the new types of policy analysis made possible by it.
In the future, best-practice tax policy analysis is likely to combine tax microdata with survey and national account data. The advantages of these combined data will be important for policymakers to understand and address future policy challenges including protecting tax revenues in an era of population ageing and supporting fairness given the changing nature of economic mobility.

It shows that there are a thousand and one reasons to collect and analyze personal data from every citizen. Still, it is a pity that no one has an overview of all these national and international government activities and that high-quality oversight is lacking.

[*] Kennedy, S. (2019), “The potential of tax microdata for tax policy”, OECD Taxation Working Papers, No. 45, OECD Publishing, Paris, https://doi.org/10.1787/d2283b8e-en.