They don't care because they don't know the immediate consequences, if any.

My sister told me about a friend of hers who was about to get blackmailed by some random guy who claimed to have her child, he used a Facebook photo as proof. Aside from the bullshit extortion intent, after hearing the story, my sister became more cautious with the information she shared on social networks.

The extortionist thing can be extrapolated to the large companies that use our data for their own benefit, but the common citizen cannot see the danger in that because the companies are not "extorting" you, they just want to sell you their shit at any cost.