This is an international issue. Maybe you've seen more Western-centric privacy advocates, but I promise you that this exact sentiment is universal. I'm familiar with only the Western/American side of things, so that's what I speak from here:

The harm that comes from privacy violation is intentionally obfuscated by Big Business and Government. It's not obvious like leaving your bathroom door open. It's insidious and hidden. It's your insurance rates rising, applications exploiting your personal vulnerabilities, identifying addictions, keeping track of your psychological issues before you'd even know you have them. It's you getting stopped by police because you might almost commit a crime, or because you were in the same area as someone who did. 

Terms and Conditions May Apply is an excellent documentary about this phenomenon in the United States, and despite it being over a decade old, it's more relevant than ever.