That's the job of the FBI - to investigate domestic crimes. But, why do private organizations so willingly participate in the tracking ecosystem? I suppose they're in the, "you have nothing to worry about if you're not doing anything illegal" camp! Hopefully they understand that they have the most to lose.
Many retail sites have a "find a nearby" store function. They often outsource this to a third party...for something as silly as geolocation and geographical lookups. This third party is the one that offers its services for a discount but also siphons up your location data to sell.