Caplan argues that privacy has improved, not that it is not perfect. Pointing out some ways in which privacy protections are imperfect does not invalidate his argument.

You can still skip town and buy something at a random shop. You can still buy a dirty magazine at the gas station. You can still research a skin condition at the library. You can still support a dissident political position by walking around outside with a sign. You can still put a paper letter in the mail.

In addition to these options, you have the option of doing these things online. Tech has given us more options, and even if they are not perfect it is an improvement. Thus

When business offers new energy, new housing, new food, the wise are grateful to see the world improve, not outraged to see a world that falls short of perfection.

GDPR is exactly what he is talking about when we have to constantly click "I agree" while online in order to satisfy European bureaucrats. It is common knowledge that websites collect data, so "Implicit consent was working admirably." For those who do not realize they are being tracked, constantly clicking to make notices go away is not particularly educational.