For me it's more about the fact that companies are collecting too much data and not anonymizing it properly or securing it properly. I doubt Walmart, or whomeve

For me it's more about the fact that companies are collecting too much data and not anonymizing it properly or securing it properly. I doubt Walmart, or whomever is going to do much more than send me annoying emails or postal mail at worst. What I'm more concerned about is things like criminals obtaining the info and realizing my personal machine might be a good target for some reason. Or some company selling the data, which eventually gets to a healthcare company that is able to connect my browser history to my name and start denying me coverage or marking me as "potentially high risk" because I looked up the wrong thing, or things like that. I haven't gone as far as using Tor, but I block cookies from 3rd parties, use ad blockers and browse entirely in private mode until I'm forced not to by some lame web site. After I'm done, I delete as many tracking things as I can and turn private mode back on.