You don't really have to give out your private keys to get Bitcoin Gold just hold them where you have access to your own private keys where your bitcoin is held instead of an exchange.
You still have to sweep/import your private keys into a Bitcoin Gold wallet. There are some potential privacy issues there. Assuming there is replay protection, one should move BTC first, then dump the empty private keys. Without replay protection it's a bit more complicated. But the privacy issue remains.
I don't like the situation with fork, fork, fork. And who will be so stupid to give out private keys to recieve BTC gold?
The Bitcoin Gold fork is better seen as a simple "airdrop" in my view. It's clearly an altcoin -- same as Bitcoin Cash -- and I have no issue with that. UASFs like BIP148 and hard forks like Segwit2x are much more dangerous because they could easily split the network and create multiple blockchains.
I'm okay with dumping some empty keys to get BTG if it's worth something. But I don't love the privacy implications.