Is there any privacy reason not to make an account for a service i already use?

Bandcamp, specifically. I already buy music there and i don't plan to stop unless the artists i like move somewhere else. Currently i have to be careful with my files and/or keep the download links for albums i buy if i want to make sure i never lose them (which i do). The main reason i might make an account is just so all those download links are in one place.

Given that i already use Bandcamp, do i stand to lose anything or give them anything extra by making an account instead of continuing to buy stuff without one? I skimmed their privacy policy and didn't see anything specific to people who do or don't have an account.