One risk that isn't mentioned, but is very real for a lot of people, is identity theft. Identity theft is the act of someone using your identity, usually to do criminal things. Lots of people tend to post a photo of their passport/identity card/drivers license/certificate with full name and/or anything else with a social security number at some point, usually celebrating an achievement or showing off their new skills.
This kind of information can be used to impersonate someone, opening a bank account in their name, taking over existing assets, committing fraud, etc. Physical threats associated with these include:
- minor annoyances as being flagged in government systems causing renewing a passport to take more time or having to endure extra questioning when traveling
- temporary loss of access to financial assets, in the best case causing an embarrassing moment in the supermarket when you can not pay your bill, and in the worst case being unable to pay your rent or loan, repossession of cars or other goods you require to live, being expelled from your home etc
- being marked as a criminal on the internet (e.g. "I went to Mr. X. Y. for help with my taxes. He was even certified! Never heard from him again after I payed his fees.") Such things can cost you a job offer or two.
- facing lawyers, investigations and/or trials for crimes committed under your name, without your knowledge. Living with the knowledge that you may have to pay damages caused in your name or even have to spend time in jail as you may or may not be able to defend yourself against those accusations.