I think the sheer amount of data being transferred off of our various devices completely shocks the average, non-technical user. There's an assumption that unless you explicitly send something out, or actively make a post - something that involves clicking 'send' or 'share' - that the device is a receiver only when...that's just not the case. Part of this is technical education, but I think a lot of it also comes down to the fact that these devices are hermetically sealed from the average user, and even the average technical user. We have been trained to manipulate apps, not hardware; that's the only 'surface' visible to the user.
The cynic in me says that the lack of transparency about this is intentional; look at the outcry that happens when people learn about fb/meta snooping through their device, or the various apps turning on cameras and microphones when the user doesn't expect it. It's not that people don't care or have given up on privacy - it's that a lot of times developers lie to the user about what's happening, or at the least obfuscate it. Look at how torqued off people were when Apple forced apps to actually notify the user what they were doing!