Why is surveillance dangerous?

From this Amnesty International blog post:

Amnesty reports on human rights violations worldwide. Our researches rely on confidential sources – witnesses and victims of human rights violations who put themselves at risk by sharing their stories. Our worst fear is that our sources are exposed, and that they, as well as their loved ones, could face retaliation.

Mass surveillance is a threat to our activism. Communications between our sources and researchers, and between our researchers and activists, are collected by governments. They can be used to commit more human rights violations, with governments using communications to identify, track and even retaliate against dissidents and human rights defenders because they spoke to Amnesty or because of their activism.

[2016.09.03 Update:] Quote from this Richald Stallman interview:

Surveillance is a threat to democracy, and this is the crucial point... If the state knows everywhere people go, and who talks with whom, then it is impossible to be a whistleblower -- in other words, a journalist source -- without being caught. And that means the state can do things that are secret from the people, and that means you don't have democracy anymore.