I would be interested to know why this is the case, or why it's a serious concern, because I really don't find myself able to comprehend it. The closest I can come is something like not wanting to adjust my trousers or scratch myself in a vulgar fashion if someone might see me doing it, but I doubt that's what you mean.
You don't ever self censor posts thinking a potential future employer might see it?
Now imagine having all your movements recorded(and possibly actions too). Who will have access to that info now and in future? Target? Facebook? Your parents? Your boss? Your wife/partner?
Most self-censoring and social conformity is done subconsciously as an important evolutionary survival mechanism, thus most people are completely unaware of it.