Because it's abstract. The people aren't _actively_ having to do anything, such as hand over their records - it's happening away from them. It's hard to connect with abstract.
It's easier for people to connect with the reason _for_ doing it. Stop the terrorists, it may happen to you, etc. But the other way round is harder because it's invisible and you can live your life without caring. Even the warnings fall on deaf ears because "come on, you're being irrational" or "meh, doesn't affect me".