The thought of being watched is always unsettling. The thought of being watched by enemies or the government can be downright scary. But the thought of being watched by advertisers is anywhere from gross to "meh".
Do Not Track technology and privacy-oriented browser extensions show that the lack of privacy is concerning to a lot of folks. But advertisers are apparently just trying to learn about you so they can target ads that you'll probably ignore anyway. Of course, there's also the principle of the matter and a (pretty good) slippery slope argument that ends with holographic ads harassing you by name on the street. Where do you sit when it comes to ad tracking? Does it bother you for any practical reasons? On principle? Are you afraid of what data might slip out? Do you care at all?