There is a significant psychological price to being constantly aware of the variety of ways in which your activity might be tracked. To be blunt, it makes you feel crazy. That is why, if you want a quiet life, you shouldn’t make friends with security analysts: they tend to get drunk and describe the ways in which your phone can be turned into a listening device until the skin on the back of your neck starts to crawl, because it’s their job to know about such things. There is a non-zero cost to this sort of awareness.
In a choice between paranoid vigilance and easy participation, few choose paranoia. It’s just easier to change your behaviour. A friend who works in computer security told me that “the most important censorship happens between your head and your keyboard”. Self-censorship is significant in a world where, increasingly, as the tech journalist Quinn Norton observes, “falling in love, going to war and filling out tax forms looks the same: it looks like typing”.