They're also licensing it and selling it to third parties, which in turn will sell it to government(s) or other third-parties; the data ramifies and spreads throughout the digital panopticon.
There is very little you can do as an individual to escape this. The privacy settings on your phone, in your apps, on your laptop, your router – they are the illusion of control. Heavy top-down regulation won't work, never has.
All you can do is attempt to limit what you share. The work required to do it well is astronomical, high-friction, and essentially can exclude you from much of society and the economy.