Indeed we do, when we perceive a benefit in return for that disclosure.
This "rule" is quite different from those types of transactions: the USG is asking you (actually demanding) that you self-report on your innocent daily movements.
I cannot fathom that you would submit to voluntarily self-reporting to the USG anytime you drove across any state line within the USA. It would be an obvious intrusion into your privacy. Yet you think its OK that the USG demand the same for your foreign movements. I'd like you to explain how these scenarios are any different with respect to your fundamental rights of privacy.
And for the third or fourth time, I will tell you that it is the job of the CIA and the FBI to handle foreign intelligence in foreign countries, including the tracking of terrorists foreign and domestic. Making all citizens suspects ("Which country were you in on July 22nd") will not help them in detecting even one single terrorist.
It is quite clear from reading Bob Baer's "See No Evil" that both agencies have and are failing disastrously in that mission, and that this "rule" is a proxy (better stated, a cover) for their abysmal and hideous failures (e.g., they have atrocious human intelligence capabilities, so they target the easiest of "suspects", American citizens).
What this rule implies about our foreign intelligence agencies is actually much more frightening than the privacy infringements, if that's possible.
And now, I am going to take down my Christmas tree. Have a nice morning!