It's also kind of harder to abuse information on my shopping list, whereas there's plenty of ways to abuse having total and complete access to all communication between private parties.
I don't quite see why our packets and devices shouldn't have the same protections.
That's different from arguing that they are mutually exclusive which I am not.
For example, I used to be on the extreme "pro privacy" end of the spectrum. But it is clear that philosophically speaking, privacy for everyone is not a completely positive ideal in all contexts. And that naturally raises the question about what other values privacy competes with, and how they should be balanced.
Intuitively, "convenience" should perhaps be considered less important than "privacy", but interestingly that's not what we observe actually happening in the real world.