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Administrative burden research has focused on psychological, alongside learning and compliance costs. Attention to has been significant attention to stigma, attention to other psychological costs of interacting with the social welfare system have been limited. More recent research on administrative burdens, including the conceptualization of psychological costs, provides a framework to think about psychological consequences. Yet, the research examining other psychological costs remains in its nascent stages, with those costs conceptualized in the context of burdens as limiting access to benefits and rights. One potential psychological cost in citizen-state interactions, where clients worry that interactions with the state can result in surveillance and punishment. Prior work suggests that immigrants are especially vulnerable to fear. We test the effects of fear with a list experiment among welfare claimants, and examine the implications for the design of public services. Using a sample of 7,432 food stamp applicants, we test how certain life experiences and identity status impact psychological costs. We show that simply mentioning immigration status makes it more likely that immigrant family respondents express discomfort, and more likely to exit from the process. We compare the results relative to a stigmatized group, which is people experiencing homelessness. Compared to the homeless population, immigrant populations experience greater discomfort and higher exit at mention of their status. A practical implication is that among vulnerable groups, some might be more affected by psychological costs, and that the nature of the psychological cost experienced might be tied to identity status. Policymakers have a desire to reach out and collect data from vulnerable populations, but doing so may also discourage some from engaging with public services.