I mean, compared to what? Picking your nose on transit? The people sitting across from you is probably a bigger source of "spying" (and judgment) than the cameras in that case. IMO if you're okay with being spied on in your car you really don't have much more to worry about on a train or in a station.

I further submit that cars, being your personal space but still very much "in public," give you much more of an illusion of privacy while in most cases being just as if not more invasive than transit.

Also, if we're talking only the transit or road system and not the spying at your destination, driving gives much more precise location data than transit. They'll know which exact house or building you pulled up to compared to which train station or bus stop you get off at. And if you do consider all surveillance, then they can figure out where you're going even if you walk because there will be cameras at your destination.