Yea, it's pretty awful. Beyond that you also have to trust that the phone is doing what it says (not broadcasting wifi beacons when wifi is off). A faraday caged messenger bag has been on my list for stuff to make. I've also been trying to think of an acceptable mask to wear in public and I saw someone on my train home with a mirrored face visor. [1] No time soon, but good to keep in mind. License plates are pretty bad too, photography in public is legal, so anyone could set up a dense enough camera network and track you everywhere you go via license plate. The most obvious case would be governments processing the video / images from cameras on traffic lights.
http://digitalmortar.com/overview-in-store-tracking-technolo...
You'll be part of the system as long as you have a phone.
(...and as long as you have a face, if projections are to be believed.)