The average user certainly doesn't worry about any of this, but that doesn't mean that they shouldn't.

The worst, of course, is the tragedy of the commons dynamics. A lot of harm that comes from surveillance capitalism does not affect someone in particular, but it amounts to great damage to society as a whole. For example, by degrading public discourse, addicting people to screen time while robbing them of living their actual lives, and assisting authoritarian regimes in oppressing their own people (project dragonfly).