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The claim that citizens of western-style democracies have mechanisms to modify government behaviour is technically true, but meaningless. The average Western citizen has more chance of becoming an Astronaut or solving a Millenium problem than they do of effecting real govenmental change without access to extraordinary social capital or Super-PAC-level donations. Especially given that most western-style democracies' mechanisms consist of "pick which of these two broad bundles of choices you want to support" (as cogman10 pointed out, "the candidate who is opposed to data-tracking" does not really exist as a viable option; and even if they did, they would need to have a broad platform of popular positions, not just that one) - so if the option you want is not offered, you not only need to change voting behaviour to support it, you first need to create that option out of whole cloth.