If I copy a Disney movie without their knowledge and then extract value from it, for example by watching the movie without paying, everyone agrees that this is theft. And punishment is generally strong to excessive.
If a website copies my private data without my knowledge or even after I decline permission by sending DNT headers, that is somehow considered completely fine.
But to me, the value of my private data is vastly higher than the value of watching a copied movie. And the potential for financial damages stemming from a stolen identity is also much highest than the real damages from someone downloading an mp4.
I suggest that we classify the secret collection of private data as theft.
Edit: With my wording, I was referring to this old pro-copyright ad: https://m.youtube.com/watch?v=HmZm8vNHBSU