There's plenty of reasons not to try and keep things private! It is a lot easier for comments on Lemmy, for example, to be public, rather than trying to make the discussion threads private among some set of authorized participants.

And if I am rating movies on Netflix, I really do want them to take my ratings and put them in a big machine learning pile to try and find me better movies. That's the point of rating the things.

But there's a big difference between me actually sharing information with people so they can do good, and people trying to collect information about me without my permission so that they can make money, or, worse, try to manipulate me later.

And even if the data is not in itself all that worthy of secrecy, and I might be willing to share it, someone else deciding for me that they get to follow me around and see what I am up to or what I like, without actually asking or without genuinely expecting that I might say no, is... not how consent works.

Also, some of the point of this is that one cannot in fact genuinely ignore advertisements. At the very least they constitute a cognitive load, where it is harder to do or see things because the advertisements are in the way. They can also hammer brand names and desired associations into people's heads, to ensure that most people know that e.g. X Brand Soda is the "luxury" soda. And of course in aggregate they cause people to buy things. Each person might choose to buy the thing of their own apparently free will, but running the ad will cause more people to make that decision than would otherwise.

Where they are most dangerous is when advertisements try and create problems, rather than just offering products. A sign that says "We sell Coke" is fine. Three commercials a day asking if you are guilty of "old-shoeing", the social faux pas of having old shoes, look at this man being laughed at for it, etc. are dangerous, even if they never try to sell a product.

These kinds of marketing campaigns are that much more effective if they can be targeted at the people who are the easiest to convince that made up problems are real. And while one's general personality is not exactly a secret, we also don't want scammers like this going around making lists of the particularly gullible.