fingerprints are a means of identifying you. I don't know about the laws where you are but in my country the police and state do not have fingerprints of every citizen, just the ones with criminal records. In case of a crime the police matches prints in the scene with the ones in the db of usual suspects plus the people who have a motive for the particular case. If they had a database of everyone's fingerprints I can't imagine how many times innocents would be wrongfully incriminated.. and you know with USA security agencies who can make foreigners disappear and end up on Guantanamo bay.. this is scary.
Sorry, it's not scary, and mentioning Guantanamo Bay is extremely paranoid and way out of line. If they're really out to get you they don't need your fingerprint.