Westin's Privacy Segmentation Index has been widely used to measure privacy attitudes and categorize individuals into three privacy groups: fundamentalists, pragmatists, and unconcerned. Previous research has failed to establish a robust correlation between the Westin categories and actual or intended behaviors. Unexplored however is the connection between the Westin categories and individuals' responses to the consequences of privacy behaviors. We use a survey of 884 Amazon Mechanical Turk participants to investigate the relationship between the Westin Privacy Segmentation Index and attitudes and behavioral intentions for both privacy-sensitive scenarios and privacy-sensitive consequences. Our results indicate a lack of correlation between the Westin categories and consequences. We discuss potential implications of this attitude-consequence gap.