But then there are things that I don't want ad companies to know about. My medical history, my likely voting patterns, my political affiliations, my sexual orientation, the nature of my relationships with other people, etc. These are private, and I don't want ad companies (or anyone) to know these. Depending on the topic and where I live, it may even be dangerous to me for others to know these things.
One thing that has been made apparent by the advancements of ad-tech's excellent ability to find unintuitive patterns in consumer behaviour, is that the benign data can be used to predict the non-benign. So even if data collection is regulated to only collect benign data, or I am extra careful with where my sensitive data goes, I still have a problem.
That's why tracking on this scale is bad. That's why I hope we can build a society where we stop these practices.