Isn't it different?
At worst, companies like Walmart, Google, and Amazon are creepy in using any information they can collect to try to sell you useless products.
At worst, the government can use any data they collect about you to throw you in a metal cage for life, take your kids away from you, drone strike you, steal your money, inject you with drugs without your consent, execute you, etc.
One is a mere annoyance. The other is a direct threat to your life, liberty, and property.