Actually I thought when you're in a public place you don't have much privacy.
A business is not a public place, even if it is open to the public. It is private property. Furthermore, your statement is not sufficiently detailed to adequately address expectations.
While in a business, I have no expectation of not being seen or heard or even recognized both while inside, or while entering or exiting, the business. I may have an expectation that I am being recorded as many businesses (including the range to which I belong) have video security.
I was in Las Vegas two weeks ago and a guy on the Strip seemed a little upset that I took his picture. I ignored him and went on my way. I was taking a picture and he was in my shot. If you don't like having your picture taken on the street, the Strip is probably not a good choice.
But being recognized (or even photographed) in public is clearly not the same as having a business with whom I transact covertly sharing my information and activity with law enforcement. I say "clearly" here as a counter to your use of "Actually..." becaue the difference should be obvious and should be included in any statement discussing privacy.
I have no expectation that my local gun range will disclose my information and usage to local enforcement than my favorite restaurant will disclose my information and meals to the local health department. In both cases I expect that such disclosure will either be made only after my consent or as part of a legal proceeding in which I have no choice.
I struggle to understand what would motivate this business to engage in activity which they must know will inflame their customers. I struggle to understand why their customers would NOT be inflamed by this activity. I can only imagine what would happen if, say, Olive Garden announced that it had been tracking buying habits of names on credit cards and voluntarily providing that information to the CDC, for example. I suspect they'd have a rapid revenue decrease.