You are never going to cross a border anonymously. The extra checks are to prevent people crossing borders under a false identity. If you are travelling under your own identity, then you are no less private than you ever were. They’re just taking extra precautions to prevent people from using false identities.
I was being facetious to make a point. There is a limit to the amount of privacy that one can achieve while still residing within a modern society. As with all things, it’s a personal choice. Everyone has a limit up to which they are comfortable surrendering their privacy. You can be tracked and recorded even walking the streets in many cities, and in most retail stores. How far is one willing to go to be private?
Did you consider your privacy invaded any more after the third time than the first?