It's difficult for the average person to understand the long term implications of this sort of data collection. They don't realize how powerful all these little details can be when put together.
And there's another category of people that understand but don't care.
Not proud of it, but I fit somewhere in that bucket. I do consider it and I have made (slightly) inconventient choices in the name of privacy, but when it comes down to it, I typically say "screw it" because I want what I want.
Oh yeah, I'm definitely including myself in that bucket too.