Yes we should all be worried about the local coffee shop who can barely make payroll manipulating our network traffic. Fortunately we can now proxy all traffic through an internet advertising company, with credentials tying it to our identity. We should all consider ourselves fortunate this option now exists. Who knows what Sally's doing with my DNS queries in exchange for a cappuccino. Might as well have Google hoover it all up so they can keep us safe.
It’s not the coffeeshop, it’s the Wi-Fi vendor that gives them some perks for implementing some sort of wall on the network. Like when you join the network and have to click through to get access, that’s a vendor that could be data mining