It's one thing having Google serving me personalized ads which I know come from my search history, and a whole other having the same thing happening from various ad-serving companies with which I have no affiliation at all. Where the hell do they get my profile from? And who regulates that market?
Just to be clear, I won’t argue that ads are annoying and that makes a lot of users willing to use something to block them. I just have the impression that it was after the adoption of profiling technologies that ad blocking usage boomed.
[1] http://www.mondaynote.com/wp-content/uploads/2014/12/347_adb...
[2] http://digiday.com/publishers/global-rise-ad-blocking-4-char...
As for the European part, as a European I would not agree to that statement at all most people here do not show any more insight into technical privacy than who I know in the US.
VPN is also quite common here in Europe and not for any privacy concern but because regional blocking of content is a plague here. And it's not only to access US content Europe is a nightmare when it comes to distribution rights for IP since even tho we have a unified market every country still has it's own distributors.
So if a Belgian user wants to access French content they more often than not have to use a VPN to get a French IP because otherwise no streaming for them, same goes for an Austrian or a Swiss user who wants to consume German content. And that's before going into the insanity of regional content for the likes of Netflix.
You also forget that Europe has adopted Chrome much faster than in the US because from 2010 to 2014 they had to have the browser choice menu for all versions of windows which were shipped in the EU upon installation (You can also see a short spike in IE users once that directive expired in dec 2014, presumably just to get Chrome/FF again ;)) which meant that they had the ability to install free adblockers (adblock for IE costs money, and is a shite reverse proxy).
Except those on slow or limited data connections that suffer because of image ads, and everyone who opposes tracking ads on principle.