To everyone who shrugs, and says they have nothing to hide, Would you feel comfortable wearing a T shirt in public that went into grim detail about everything you'd rather keep private, are insecure about, or might open you up to discrimination? Would you be willing to wear that to a job interview? To your bank when getting a loan?
That is unlikely in the EU. It would be a gross GDPR violation.
1. To pirate content without getting sent threat letters or being sued
2. To prevent your ISP or the wifi access point or anyone else from seeing which domains you are connecting to and selling that data
3. To prevent government surveillance or blocking
4. To bypass corporate or institutional firewall rules
5. To prevent packet sniffers from snooping on public wifi
6. To prevent your parents, spouse, or relatives from seeing your browsing habbits in router logs
7. To access geo-locked content on streaming services
Also, Azerbaijanian Netflix is real hot these days.