Having a friend filming your conversations feels a lot more personal and tangible in my mind. A dumb example, but let's say you talk to your friend about how you hate your boss or how you cheat on your partner. Your friend can very easily cause you a lot of problems by just emailing that conversation to someone else.

While CCTV and the NSA are terrible in their own right the damage that they can do is at a whole different level. (Except on particular cases) they don't care too much about the specifics of your personal life.