Ah, so some websites and apps will employ methods of data collection to learn things about you and then either use that information to feed you ads or sell it to other companies (or both). A lot of us prefer to keep what we can private and not be tracked so thoroughly.
Companies will build profiles on you that learn your likes, dislikes, political leanings, relationship status, gender, race, health issues, etc etc.

Even if some people are fine with being tracked another issue is that many companies have poor security and your data can be stolen in breaches by bad actors or sold to bad actors.