I think that part is generally out of mind for most users; what's so surprising when you look at the My Activity page is seeing many of the details that make up those profiles laid out in one place. It appears more...real, even without seeing the insights they're pulling from it.
This would be nice if you were in a discussion about privacy with someone. You could ask if you could borrow their computer for a moment, then visit their myactivity page and show it to them.
