I'm not sure seatbelts/smoking are the best examples, because the negative consequences are quite clear and understood by most of society. I've never met a smoker that continued to smoke under the assumption it was good for them.

The consequences of privacy violations are much more nuanced; most people don't understand how data they enter onto a website will be used. And it's clear a lot of those companies want to continue to keep people in the dark about it, because it would likely freak them out.