Considering that many people lost their jobs or friends because of their hobbies going public, who can blame them, even when those hobbies were legal.I think most people are just worried about hiding certain browsing habits that are publicly embarrassing.
Sometimes those habits are at the edge of legality and it is better to be safe than sorry, ISPs are bound by the law to report suspicious activities. When I ordered some "stuff", I was worried, it might be stopped at customs. No one would like to be brought in for questioning and keeping it on record. I once ordered opium incense sticks from Bhutan for relaxation, too late I have realized, I was lucky not to get arrested, because it was not just the aroma.