I don't understand that, either. I don't use instagram, nor do I take "selfies"; I regard both as profoundly narcissistic, privacy concerns aside.
That said, the reason people get depressed by platforms like instagram is that they don't show real life but a photo-shopped, re-touched, carefully-curated version of life. People only see what others allow them to see.
Furthermore, I know that most of the footage taken by a surveillance camera is discarded. Most of the footage filmed by humans is created for a specific purpose and will be used. Someone else will likely watch it.
Finally, if I walk into a grocery store with a camera, I am going into someone else's establishment informed. If someone walks into a classroom and films me (like in the "Surveillance Camera Man" videos), there was no such agreement, implicit or otherwise.
I really do hate being watched, and hate others taking video. I hope surveillance cameras go out of use, and people stop recording everything on phones. However, there is a difference between that and some silly two-bit social network.