The willingness to pay big for privacy is a signal that you are an interesting person to track.
There are still countries where being LGBT is a capital crime, where the colour of your skin will be used against you, or where your political affiliations can be used against you.
When governments and societies start to turn against people who are different from them, the mass surveillance and profiling makes it much easier to locate all of these people to round them up.
It tells one bit about us: that we are privacy conscious. Nothing else really.