I've signed thousands of government forms which are printed on paper owned by the government. Never been prosecuted, even once !
The US could care less whether you sign your passport. The signature line is only provided because many countries require a signature. If you are never traveling overseas, don't bother signing it. On the other hand, if you are never traveling overseas, don't bother with the passport !
The reason why Germany won't let you sign the passport at immigration is that most countries require a signature and you must do it in front of an official who then laminates over the signature block and places a seal on it. Put simply, with these passports an unsigned passport is valueless.
Not everyone is from the US.