Many people want the subjective sensation of being left alone. They understand – and don't mind – that governments and corporations know all about them, as long as those forces are polite and don't rub it in. Other people are concerned about actually controlling what is known about them by others. This latter goal can be difficult, costly, and frustratingly impossible.
The third kind of privacy – the kind we may be able to achieve – comes from having an enforceable right to be left mostly alone. This can come only from protecting yourself by knowing more, rather than trying to prevent others from knowing.