Condoms? Plan B? Dildos? Lube? Imagine having to explain to a family member sitting next to you why those items are showing up in your Amazon recommendations.
I recall an example a few years ago about a store's marketing system telling a father that his teen daughter was pregnant before she ever told him. Because the store's system had correctly inferred from her previous purchases that she was pregnant and started giving recommendations for stuff like diapers.
Suppose a homosexual in the closet was buying sexually explicit things or an atheist in a religiously strict home or country was buying blasphemous materials.
Ironically, your anecdote presents much worse scenarios than the parent comment's anecdote.