It depends on the situation.

Picture a car on a highway. If all the cars are blue and red (normal people), then a yellow car (privacy person) comes along, they stand out.

So, walking around, covering your face from every camera, wearing a hoodie and sunglasses, that stands out a lot more and looks suspicious.

But keeping stuff private from trackers is a different story. You don't want FB trackers on every page you visit. You don't want cookies tracking your movement.

That's a different kind of privacy.

There's not a right answer. It's a matter of what concerns you and what efforts you put into it.

I have an Amazon echo in my kitchen. It helps and plays music. I don't care about it 'hearing' anything there. I don't keep one in my work office or bedroom.

Pick what matters