If it's opt-in, I enable it. If it's opt-out, I disable it.

For me it's a matter of principle. That people politely ask is both an indication of trustworthiness and how I prefer things to be, so I try to help by enabling it.

It also depends on the way they ask. Mozilla Firefox for Android tells me that I should choose what I share, enabling crash reports and disabling telemetry by default. Even though the crash report is technically opt-out, they ask me in clear terms. I like that.

It's mostly privacy concerns, but also the fact that you use this software at all can disclose some interesting information to eavesdropping attackers. Most worrisome is just that it's not very well disclosed - most users just don't know it's happening, and it's not very well justified.