Because I find it unsettling on a personal level when my wife and I, in the privacy of our home away from the world have a conversation where we make a joke about buying a banjo, and then every day for the next three weeks everywhere I go is flooded with targeted banjo ads. Verbal conversations, away from everything but our phones and computers.
Because I find it unsettling when I go to a site I have never gone to before and it greets me with my name and already knows where I live with the shipping details even though I clicked "I do not consent" on every data pop-up that I've seen in the past five years.
Because people are selling that data, my data, data about myself, and I get none of that profit and it was done without my consent or knowledge.
Because a company having my information should be something I need to personally allow, not something I need to ask and beg them not to obtain.
Because I can think of very few, if any, benevolent purposes of using that data, but there is a legion of malevolent reasons for it, and of the ones I have seen, all of them fall into this category.
All this being said, I should not need to have a reason. The onus should not rest with the individual to prove that they deserve undisturbed privacy, it should rest with the institutions that want this information; that it is a requirement to obtain this information for valid reasons and not frivolous ones, or ones rooted in greed or ideology. Like a search warrant for example.