I'm trying to think through this from a legal perspective. If I'm going from store-to-store around town, my understanding is that police are allowed to watch me and even go into the businesses and ask questions or pull security footage without a warrant. The information they gather is circumstantial and probably would not hold up in court, but they can use it as grounds to get a warrant. Let's imagine a different cas…
It's not unreasonable for anyone (public or police) to notice when I am out in public, and what I do in public. But at some point an accumulation of these OK interaction becomes not OK, in the same way we already recognize that an individual simply seeing somebody in public is a protected right but stalking is not.
When the technology exists to track everything I do in the public sphere, catalog, summarize it, and sell it for profit, we are dealing with a qualitatively different animal that has entirely different implications morally and with respect to our rights as individuals.