The word dossier has, at least to my ear, a vaguely negative connotation, although it refers to a file or bundle of papers. Does anyone know how the word acquired this connotation?
"Dossier" is generally associated with espionage, which itself entails deception and other morally questionable acts, so it's no surprise that it has a negative connotation to you.
Even dictionary.com notes that it is not only a bundle of papers, but "especially a complete file containing detailed information about a person or topic."
a collection or file of documents on the same subject, especially a complete file containing detailed information about a person or topic.
The oxford dictionary goes so far as to note the connotation of espionage and crime before the generic bundle of papers.
a set of papers containing information about a person, often a criminal, or on any subject
a file containing detailed records on a particular person or subject
1880, from French dossier "bundle of papers," from dos "back" (12c.), from Vulgar Latin dossum, variant of Latin dorsum "back" (see dorsal). Supposedly so called because the bundle bore a label on the back, or possibly from resemblance of the bulge in a mass of bundled papers to the curve of a back. Old French dossiere meant "back-strap, ridge strap (of a horse's harness)."
or if you prefer Google's simplified chart:
As for how it came to be connected to espionage, my guess is that this happened some time during the turn of the century. Several popular spy novels were published around the same time: The Riddle of the Sands(1903), Kim(1901), The Secret Agent(1907)
The growing popularity of such novels during this era may have led the public to associate a word that was nearly unseen before the turn of the century with government agents who are above the law. "James Bond" increases almost parallel to the use of the word "dossier" according to Google Ngrams.
As a supplement other answers: There is at least one context in which there is no negative connotation. When an academic comes up for tenure, the complete file for assessment -- including original work together with letters of assessment from outside experts -- is called a dossier. The word retains some connotation of confidentiality (as the candidate does not see the letters of assessment from outside readers), but without any negative connotation.
A History of The Continental Criminal Procedure, with Special Reference to France (1913)
Defines a dossier as:
When the prosecution has arrived in the trial court proper, the procedure changes characteristics and borrows features from the accusatory system. The three principles of confrontation, orality, and publicity govern the proceedings. The memoranda of the police and the record (“dossier”) of the preliminary examination cannot be used as evidence (i.e., can be used only in a subsidiary way),..."
Hence the word dossier has a special connotation; in the legal jargon pertaining to the inquisitional or the continental system, wherein, it is the body of ‘testimonial and documentary evidence (in relation to the accused) assembled by the examining magistrate’
(ref: The Anatomy of the Nuremberg Trials: A Personal Memoir By Telford Taylor. Published by Knopf Doubleday Publishing Group).
This seems to be exactly the connotation which the OP finds negative, for obvious reasons.