Frankly I've accepted it, minimized my interactions with the database(s), and don't worry about it. "They" don't have anywhere near the capacity to meaningfully process all that raw data for every person. Sure if you're popping up red flags left and right you'll get assigned to someone who will scrutinize you more thoroughly, but as long as you're boring (in a traceable capacity) no one has the resources to go over all your messages with a fine-toothed comb.

If you don't like being in a database, don't interact with systems that lit you in a database. Drop social media, get rid of your phone, stay off the Internet. There are steps you can take to avoid extensive records in "the system", but people generally don't like taking them because "the system" has fun content they don't want to miss. If you want to have your name and eat it too, just be boring.