> In a democracy, consumers and the government are the exact same thing.
This is a straw man. Consumers are represented by representatives who should have their interests in mind, e.g the consumer votes for someone who in turn votes for outcomes. This means that there can absolutely be a difference in knowledge between the government and its citizens, and so no, they are not the exact same thing. One group is trying to do their job of being a citizen, while the other group should be doing their job of representing the interests of the citizens that voted on them in whatever is relevant. One job clearly should not involve making sure your privacy isn't constantly and covertly violated by foreign nationals, and one job clearly should. Which is which is an exercise for the reader.
> but in a functioning market
Great! Where can I find me one of those?