The thought of being watched is always sort of 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, and privacy-oriented browser extensions show that the lack of privacy is concerning to a lot of folks, but advertisers are just trying to learn about you so they can target ads, ads that you'll probably ignore any way. Of course, there's also the principle of the matter, and (pretty good) slippery slope argument that ends with holographic ads harassing you by name on the street. Where do you fall on 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?