You don't know why they're stalking you.
On the face of it it's for law enforcement in case you decide to commit a crime sometime in the future.
...or it could be so that they can raise the prices in shops when you walking and the facial recognition picks you up.
...or it could be for a future employer to decide that the kind of bars you visit means that you're not the right "social fit" for a job.
...or it could be for... anything.
You have no control and that's the scary thing.
There is a difference, or at least there conceptually was, between posting your life story and all of your thoughts on your central LinkedIn profile, versus having two dozen different "blogs" of sorts over the years, Steam accounts, Facebook, MySpace, Flickr, usenet groups that come and go and we think of as ethereal. When you see all of that stuff pulled together it could be deeply unsettling.
Of course that was foolish -- eventually networking, storage, and computation would allow for everything to be ingested, and facial identification would greatly assist in pulling it together -- but it seemed dystopian at the time.