That's such a complex question! I guess it boils down to a different question; Is the information being collected being applied and put to use in a meaningful way?
I have no problem with the Government collecting my details and data if they suspect me of being a treat to other people, for instance. If they are collecting data on LGBT welfare or something, I guess that's ok too.
My main issue is the gender question. They always say it's to monitor equality but on some documents and forms, you have to question why they bother to ask. I think that's the LGBT-activist coming out in me though. It's not very applicable to genderqueer people for instance.
I think it's how they get the information that's important.