Not because of some person's right to not be photographed or some BS like that. I do it because the person asked.
The only time I would take the picture would be if there was a compelling reason like a crime, an accident or a disaster. The only other time I MIGHT take the picture is if I finally had a chance to take a once in a lifetime shot like "Afghan Girl" on the cover of National Geographic.
But, like I said, that's a one in a million thing.