I don't think privacy concerns are a major issue in post-mortem replay. Given how often people use cloud-based products where all of the customer data is in plain view of the provider's staff, people are not nearly as guarded about their data as they were in previous times. Also, it would be elective from the user, just like Apple currently does with their crash reporter, where you are given the option to send it to apple.
In mass-market applications, the inability to reproduce client side errors is a huge problem. Adobe, MS, Apple all have millions of unsolved "cannot duplicate" issues in their bug reporting systems. In fact, the inability to fix bugs has made Jira and many other bug-tracking companies huge sums of money. You should be able to count your bugs on your hands! People are way to accepting of sloppy work in software. In Open Source there is this constant churn of changes as people fix 5 bugs and add 2 more, and with feature editions many products never stabilize (like Windows)