For email, it's the same reason I object to ordinary mail containing tracking devices beyond those needed to deliver the mail.

For websites, it's the same risk I take when leaving my house to visit any public place.

Personally, I think analytics is fine as long as you run them from the same domains as the website. Using e.g. Google Analytics allows them to track users across multiple sites, which is much more dangerous, in my opinion, and should be avoided.

I use Piwik on my own sites and will never share that data with anyone.