Those services have total surveillance. Total data retention. No expectation of privacy.

To be fair Lemmy also has no expectation of privacy. It's even worse because the platforms totally open, so anybody can mine your data here. They don't even have to sign a contract with meta. But I think we all accept that trade off to have an open public square.

I believe Discord is quite prolific for surveillance and data mining, but that's just what I've heard. Tumblr, I'm not sure how they could really spy on you unless you're using an app. If you're using it exclusively through a web browser, as long as you have privacy browser extensions and/or are using a browser that enables privacy features by default then you're probably pretty safe.

Discord is awful for privacy. The owner has been caught a few times selling user data in ways they said they don't do. And the general suspicion increased when a Chinese company bought a stake in them.

If you want some privacy, you need to self host. You can use Mumble as a replacement for discord that you can host yourself.

There's a certain (understandable) mindset that if the service you are using has some form of "gate" to it that prevents the information from being easily scrapped on the web that there are certain privacy expectations. Discord for instance requires you to make an account, find a server, and then either join or be invited to the server. So there is an expectation that what you post (even within private messages) to only be for the people that have "access".

But the reality is (and has been proven many times now) that so long as a company has access to your data and can read/understand the data, they will sell that data to whoever wants to pay them for it (most often advertisers). This is true across websites, apps, and even operating systems.

Privacy is hard, and there aren't a lot of apps/sites/OSes that truly support it. Thankfully though, as people have started to take it more seriously more companies have started providing options to support the demand (my personal favorites are Signal and Proton).

"When you're not paying for a product, then you're the product"

That should explain Tumblr and free Discord. You should expect them to gather all data possible about everything you do, their apps to gather all information from your device that you might let them, then sell it to "the big data mining sites" that everyone else is also selling to.

"Enshittification allows double-dipping"

That should explain paid Discord. Even when you're paying for the service, they can make even more by also selling any data they can gather about you.

As for cookies, they aren't required to track you, or to create a shadow profile:

https://amiunique.org/fingerprint

As far as I can tell, there is no meaningful difference between the surveillance levels and data sales of Meta, Google, Discord, Tumblr, ex-Twitter, or Reddit.