Again, this is not a characteristic that is unique to Millennials. They are really more the canaries in the coal mine, and are signalling the fact that many more people are becoming conscious consumers.
Much of this is simply because in the past twenty years, the social concept of a consumer has solidified. As it becomes something more than simple advertising copy, people have begun to inhabit this role more fully. They bring other aspects of their life into consumption and use the role of consumer as a tool to express more of their identity. The rise of the foodie is a perfect example. Now the idea that “you are what you eat” has come to mean something in our social world. With this in mind, it is only a short hop to “how you eat, indicates who you are.” This is true for more than food. It is also true for people who are not Millennials. Think about all of the Americans buying assault rifles to make a very loud statement.