The UK just had a big article revealing that their Prevent database was being shared with border control (edit: link). The Prevent database covers people who have not committed any crime but have shown some indication of potentially becoming radicalised towards terrorirsm or towards some other crime. The vast majority are labelled “no further action” but still have been shared with customs. Some were children as young as 6 and 4.
You absolutely don’t need to do anything wrong to get on a list. Hell, just browsing the internet gets you put on all sorts of lists.