I do the same thing.
My SO's response is generally along the lines of 'I'm fine with it, because it isn't in the hands of anyone I know. If you go out and buy that information, that's creepy and scary because you know me.'
I've started coming to terms with the fact that I won't be able to convince her of anything with privacy; because she isn't a technical person, and just like users; they won't care how/why/what cost so long as they can do what they want.