This doc definitely gave me the heebie jeebies. But I don't think the point is necessarily to go deeper into these problems. Most will watch this and finally gain the intuitive sense of how intertwined intelligent machines are in our lives. It isn't just smartphones and laptops, but everything from the military to health, and in between. It gives a good light overview of what professionals are thinking. Most people are not afraid of AI, but I think we should be, to the point that we start making changes to how we develop it.
In fact, I'd say it is currently telling you what to feel and nothing more, because most of the quotes in the first 10 minutes are derivations of "technology is scary, you should be scared".