It's not 1980 anymore, surveillance is often stored and put through pattern recognition analysis (in real-time), heavily staffed, and backed up by a network.
Also this is a very advancing field in terms of behavior analysis, prediction and cohesion metrics. Because this is all done behind the scenes you somehow feel safer, but you should not be, that is the point of the video.
A current advanced systems can use flag algorithms to elevate "scenarios".
You walk into a place for breakfast and you have an angry face (your flagged as upset/angry +1).
You then rent a large white truck which does not suit your previous daily/monthly patterns (+1 this is suspicious activity).
You start driving towards a gardening center (+10 suddenly the fbi show up)
You have an argument in the mall with someone (+1 emotional comprised)
Your walking 10 minutes later and an ad targets your emotional state to buy something (regret).
Cookies cannot do that.