Where this analogy breaks down is that the people sent to track you are invisible and can't be seen without the aid of special technology. So what you end up telling people is that they are being followed everywhere by invisible ghosts, who's only desire is to change what ads appear in their newspaper. And it appears that the reaction of most people is about what you'd expect.

If a store has policy of "If you come into our store, we'll have employees follow you home" and you don't like that policy, then don't go to that store. That simple. It doesn't make sense to go into the store and have your goons beat up their employees. That might mean that you can't go to the stores you want to go to, but that's how it goes. It seems as clear online as it does in the physical world.

(tldr without the analogy: The overwhelming majority of people don't care about being tracked online because there are no obvious ill effects. The problem with ad blockers is that it makes more sense to just avoid sites that show ads, but most people don't want to do this because it would exclude their favorite sites.)