Everyone has something to hide... and do you really want your fetishes and sexual interests tracked and profiled? That random BDSM video you viewed, etc
http://nymag.com/intelligencer/2018/01/pornhub-views-spiked-...
And yes, I am perhaps too curious.
However, I definitely wouldn't want anything beyond mainstream porn linked to my meatspace identity. Because I don't want to risk rotting in prison for ~five years, and getting permanent probation. But by using VPNs and Tor, I need not be overly constrained by those risks.