Also: peer pressure. As a non-Facebook user, I get questioned about why fairly often, and my family makes passive-aggressive noises about missing pictures and whatnot.
And here, any time this comes up, someone thinks they're being clever by pointing out other intrusive systems of surveillance (like cell phones) that I surely must be unaware of or inconsistent about.
My theory regarding some (certainly not all) people in the latter group are well aware of how much they're giving up and don't like the idea that other people are doing better at maintaining privacy, a bit like the drunk pushing a drink on someone trying to get sober. A lot of other people are simply unaware of the power of the data they're giving up, or believe that since "everybody else does", it can't be that important.
Social cues are really important.