Piracy is a case where you can't afford to give up your privacy for convenience, and common in the US, so probably yes. It is different in other countries. Lots of countries don't care about digital piracy enough to enforce restrictions. Pornography, access to uncensored social media, or just being able to email people outside of your firewall become the major use cases. It is still fairly rare to find people who are prepared to pay the costs for privacy just because they want privacy. I think that would change if the friction was reduced, such as Apple, Google or Microsoft including free VPN services built into their products.

That's an aspect of privacy, no?