Arguments like, "Well, why do you have clothes on then?" are not effective, because they aren't equivalent forms of privacy.

There are a couple pieces of media I like to recommend:

• Targeted by Brittany Kaiser - Kaiser being intimately involved in Cambridge Analytica, it outlines how digital record of user behaviour, traits, and engagement can inform agents to which form of manipulation would be most effective on a given person (psychographic analysis), which can then be used by whomever wanted to exert influence (micro-targeting), whether it be on consumer or political preferences.
• The Great Hack is a documentary adaptation of the above story if someone prefers film over text, but the book has more detail of the methods and examples of when it's been used in the past (alarmingly many political campaigns).
• The Social Dilemma is another documentary that touches on how exploitation of user data drives issues like addiction, radicalization, and depression on social platforms. Just recently, Meta was found to be feeding increased beauty advertising to girls and women who had recently deleted selfies.

Providing real examples of this exploitation is, in my opinion, a more effective argument for promoting online privacy. It nudges people to think, "maybe it would be better if advertising companies didn't know about my recent (breakup, miscarriage, job loss, promotion, unplanned pregnancy, debt, car accident, birth of a baby, death in the family, deletion of a selfie...)."