In the EU framework, the certifying authorities are the same that issue your passport, your driving license; the state. I fail to see the issue with allowing them to issue another proof of who I am.

The risk is tracking. The way the EU mandates this framework is built requires zero knowledge built into the system. Then you can definitely say “they lie”, but if you believe your government would lie about this, then you already believe they would lie about all the other million ways they could track you, if it wasn’t illegal for them to do so. You’re really not giving up anything you haven’t already given up when the national state was formed as a concept. And in this case we gain a lot, namely keeping profit and “engagement” out of having a conversation online. Eventually you have to trust someone - I’d prefer my democratically elected government (but I acknowledge that I live in places where I have that luxury).