The argument is a particular species of false dichotomy. You are presented with a simple either/or choice. Either you’re guilty, and so should be exposed; or you are innocent, in which case nothing will be exposed, and so you have nothing to worry about. Either way, you have no legitimate reason to be concerned. Like all false dichotomies, the problem is that there is at least one more option than the two offered in the either/or choice.
In the case of “The innocent have nothing to fear” argument, the key point is usually that our objections have nothing to do with our guilt or innocence, but with our right to privacy. We don’t want to be scrutinised at every turn because constant scrutiny is an intrusion into our privacy. Consider, for example, that what we get up to in our bedrooms may be nothing to be ashamed of, but most of us still wouldn’t want others to stand around and watch. Potential voyeurs would not have a very strong case if they simply said, “Why not let us look? Doing something you shouldn’t be?” “The innocent have nothing to fear” is therefore usually an example of a red herring: the fact that we are not doing anything wrong is beside the point.
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