It's because there's not been a lot of scary things happening yet. Or if they have, it's been on individuals - like someone seeing themselves on a billboard or advert. But because the datasets are so massive, people are reduced to statistics which is a lot less scary.

Of course, if you look at history that can change overnight. Or actually it won't, it's more likely a "boiling frog" kinda thing where nobody's aware of anything bad happening until it's too late.