there are plenty of situations that only exist in nightmare scenarios. that doesn't make them any less scary. someone brought up seat belts further up, and it's a decent example. why wear a seat belt? it only protects you in nightmare scenarios
Wearing a seatbelt protects you in very real and measurable ways. Crashes happen many thousands of times per year. You can't say the same about your anonymous data being used.
Fatal car crashes are common, and car crashes that would have been fatal without a seatbelt are extremely common.
A seat belt protects you from real & practical scenarios, not just nightmare scenarios.