There are two types of information about which people are particularly sensitive.
Many people use the internet to access pornography and have discreet encounters with others. Records of this activity could potentially be used for blackmail or vindictive embarrassment by criminals or by the state.
Some people (too few in my opinion) use the internet to make political statements. People fear that they could face discrimination in employment or become subject to state surveillance as a result.
Privacy is a valuable right not a luxury.