Here’s the way I see it:
There are 300,000,000 people in America. 7 billion in the world. Although not all of them have electronic devices, the ones that do probably have multiple (phone laptop desktop, maybe watch, not even including their old ones when they update). Of those people, the number actively protecting their privacy at a competent level must be insignificant, like less than 1%.
Now, if you’re a government agency, thoroughly monitoring EVERY bit of data is impossible. It might be catalogued and stored somewhere in case you become a person of interest later, but they simply don’t have the manpower to tap and listen to every phone line and internet connection at once. And until they get AI running on supercomputers for this express purpose, that will remain impossible.
However, the 1% of people actively protecting their information are inherently more interesting to the government than the random masses who don’t care when Facebook serves them targeted ads. By using a VPN and torrents and anonymized mail, you’re essentially self selecting and telling the web of internet scanners “hey, I’m educated about what you do, I’m trying to avoid it, don’t look over here!” Any agency that wants to snoop on internet traffic is going to pay closer attention to those people. And unless the consumer access services you’re using can stand up to the brunt force of the NSA, I doubt you’re ACTUALLY as secure as you think.
TLDR: by trying to keep your privacy you may actually be putting a target on your back for the gov to pay closer attention to. Just my theory though, I don’t have anything to substantiate this with.