The concern is when the data breaks out of the silos.

It should not shock anyone that Amazon has an entire history of everything that you've ever bought. I would likely not surprise anyone here that they have a log of every item you've clicked on, or even moused over. The beauty of modern systems is that storing all of that data is very cheap.

The dark side is if the fellow queried McDonalds and found not just his McDonalds trends, but his shopping habits from, say, Target. Where McDs and Target perhaps had a data sharing agreement to correlate customers.

Or seeing a copy of his credit report in there buried underneath the stack of Diet Coke and Quarter Pounder receipts.

That's where the concern shows up. Not the raw data, but the cross cutting concerns as the data is potentially more centralized. Perhaps into a company that you don't even know is collecting info on you. Some corp that McDs is sharing with. You request your dossier from McDs because you know they're collecting your data. But you don't request it from Company X, because you don't know they're doing so.

Then there's the issue of handing the data over to the authorities without so much as a warrant -- different problem.