You're looking at this from an American perspective, which is great. You're relatively free to say what you like without consequences.
But now look at a place like China. You have to have an app installed on your phone that monitors everything, some families have spies actually living with them reporting on everything[0] (like a very low tech Alexa!)
If you say the wrong thing you and your family get rounded up and killed or sent off to organ harvesting.[1]
Now imagine having an Alexa in your home that listens and reports on everything you say and do, you criticise dear leader even in a passing comment and it's bye bye to you and your family.
THAT is why internet privacy is important. And maybe it doesn't affect you so you don't care, but what if people look through your comment history, see you as a potential dissident so take you out of the equation before you even know what's happening.
None of this is hyperbole, it's all happening right now. Check out EFF.org for more.
[0] https://www.independent.co.uk/news/world/asia/china-uighurs-...
[1]https://www.theguardian.com/world/2019/jun/17/china-is-harve...