Well, one should live in a way there's nothing to be ashamed of. Shame, in general, is a concept imposed by society. The entity that has no bodies and no souls but of those who rule and say what society needs. Shame has always been a way to control, not to enlighten or empower, or even make better (for oneself). It's a tool.
I don't think it is only the shame of it - but I think there is also the idea that we each have "secrets" that we can choose with whom we share - having it public takes out the intimacy and importance of it, debases it in some way.
If it's on the internet already it went out of intimacy, no? Ok, A.I. can deduce some stuff, your searches give poo away, browsers like Brave claim they can protect that...It's our choice how we use the interfaces given and our responsibility to reveal or not to reveal. What's out of my fingers is out of my fingers and belongs to the world ;) Then again, I'm prying into people's lives and even more so in he past, so I am kind of into that field of moral dilemmas about privacy vs public for some time now. Hence I am for transparency and responsibility of actions that concern others and for keeping private what is private. Good luck with that, though ;)
Not sure, if it is assumed it is private.
I agree with the responsibility, but unfortunately that also requires the knowledge - and there is so much automation and complexity, I am not sure if even the above average can adequately handle it.
I, for one, I lack the knowledge of what is private and what is not. And how private exactly. I just assume the worst and it doesn't bother me. I also tend to calm myself with the No One Cares thought.
Ads have not bothered me unless they obstruct the use of the site itself. I like studying ads. And I might click on 1 % of those and even find them useful...at random. It's my job to filter what I need or don't, I don't expect the net to protect me from unwanted info. Then again, it's important to understand oneself in order to have the best behavior (for oneself), ads influenced or not.