I think you're not unreasonable not to want to - it certainly shouldn't be mandatory. But it is something where an informed choice is possible.
The privacy rules are pretty clear if you read the TS and Cs on these sites. They do differ and occasionally change.
The vast majority of commercial DNA sites (definitely Ancestry and 23&me, by far the biggest two) don't allow law enforcement to use them for cold case solving.
Also, once your data is on there, you do have control over who sees it. You're literally told just who you share DNA with and what amount/percentage. Nothing about what that DNA says about you or anything. On some sites you can see on which part of which chromosome you share DNA with someone.
Your personal data attached to your account is entirely within your control as to what you share, just like any other social media.
The companies do tend to hold you sample and results for quite a while. And obviously there is an IT/security question here, as we've seen recently with hacks and data breaches etc.
Also, is your DNA really just yours? Considering how DNA is passed down the generations, you share considerable chunks of it with many other people, and the vast majority of the human genome is identical anyway.
Your point as to adoption etc - the only way DNA testing is useful to these people is for others who do know their family backgrounds to test. From their perspective, they need more people to test. But that doesn't mean you have to.