Why privacy is important
There is comfort in privacy. Constantly watching what someone does will change them into a person who does everything possible to avoid looking suspicious, and that is bad for many reasons. If someone was staring at you while you do your everyday activities you would be freaked out.
I think that the internet is lacking in security. With companies like Facebook and Google constantly tracking you online, and possibly selling your data, it is kind of creepy. This site has no facebook software or code on it, and is safe from trackers. These big tech companies shouldn't be able to track your emails especially, because that is like reading your neighbors mail. Big tech companies really do care when you say something like "have a great day" to another person on their email servers, and they monetize it too.
Tracking in other cases can be good like when you are using YouTube and you dislike a video, Google will know to show you that kind of content less often, which is really nice when you are stuck seeing Raid Shadow Legends game videos for the 10th time in your recommended feed.
Anonymity and privacy
Anonymity and privacy are not the same. For example, on this website your account details like password, API keys, and gender settings are completely anonymous to you. They are encrypted, and you hold the keys. This site is not anonymous, because you still have to provide a username, your IP is logged for security, and any edits you make to pages are tracked under your name. Your account details are private, your edit history is not.
Tech companies are trying to confuse privacy and anonymity, and give themselves a competitive edge by saying they are more private. Some companies like [mega.co.nz Megaupload] are anonymous and respect your privacy, and it is a legitimate selling point.