In the context of VPNs for example. Some VPNs store and provide information about what sites you go to third parties. Third parties analyze it and figure out what adds to show you. Hmm… then let them show me those adds they want to show me. I do hate adds as a whole and use an add blocker, thus. But I couldn’t care less what particular type of adds they show me, they are still adds.
Someone knows what sites I go, what then. If someone curiously inquired me on this type of information I’d tell them without giving a second thought. Incomparably larger amount of data I put out just by making comments and posts.
It’s already happened at least once.
So yeah we should be concerned about data privacy even if one lives in a safe place right now, because there’s no guarantees in life.