I like to compare that to a stranger looking through your window while you sit on your couch watching TV.

There is no harm if the stranger knows how often you scratch your butt or what other information he gathers. But we still would put the afford in preventing that Espionage.

The thing about the collection of data online is you don't know what's happening to it.

Will radical groups buy information to categorize people into groups of enemies. Will it lead to false positives during a law enforcement investigation because they subpoena some cunk of information which contained yours.

This is of course an extravaganted worst case. But it won't get better during capitalism and enchitification.