First of all, you're being disingenious by putting up a strawman argument about "how much milk and eggs you buy." It is never about only milk and eggs. Advertising is only a part of it. Once you have an ID required to shop there, you can easily track who was there. You can follow their movements around the shop with cameras once you've identified them at the register. You can see who was with them. You can use this for your own gains, let's say you are a bank employee or police officer who wants to keep tabs on your spouse. Or maybe you are a politician who wants to run a smear campaign on your opponent.
Also whether we'll have much worse things to worry about doesn't mean everything else before guillotines on the street can be hand-waved away.