The details of what actually happens when you visit a website are known to a tiny number of highly technical people (a few tens of millions globally). Most people have no idea what sort of data can be gathered and used to track you across the internet. People don't understand that Amazon, Facebook, Apple, etc all use the same third parties to share information and build immense profiles about every aspect of who they are and what they do, nor do they understand the way statistical analyse can be used to glean even more insight from that information.
Nothing like the internet has really existed before. Although browsers have existed for 25 years most people didn't use one before about 15 years ago, and most people weren't tracked in the way they are now until 10 years ago. This is new ground. We can't expect non-technical people to grok this stuff quickly.