We (the public) just don't have the vocabulary and historical experience to draw from that gives us enough perspective. There really was only one super high-profile instance of what this actually means with Cambridge Analytical and Facebook. Even that, however, is brushed off by many people.
There will have to be more examples of things going horribly wrong before people wise up and are able to understand and think through the implications of surveillance capitalism.
It's all just too abstract right now, I expect that will change in the not-too-distant future.