It's not better to have your face or other data in a database within reach of your own government. Your government has power over you, other governments do not.
Sure, I don't trust government bureaucracies either.
However, they can easily get lots of compromising data from their own servers. Both from standard web server logs, and from their own scripts and tools.
Once you involve third-party analytics, though, there's another party to worry about. And not just about what they do with the data, but also about how carefully they manage it. That's arguably a key thing in GDPR.
Some services don't want to deal with civil authorities, ever. Not keeping data that such authoritarians would like to confiscate is one way to do that.
Or a foreign government paying more to not give back the data. Just for the economic impact. One that might be under sanctions from the target country, say.
Do you understand that your own government has even more power over you than a foreign one? It's in your best interest that no government collects this kind of data about you.
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