Do you actually know this? Or do you just suspect it? The activities you address above would be illegal, and it is this kind of statement that makes me suspect a higher-than-normal level of paranoia in you.
You have jumped from "recalling reading somewhere" to an buttumption that your vague recollection represents the truth. Personally, I "recall reading somewhere" that the astronauts didn't actually land on the moon, etc etc (insert your favorite conspiracy theory here). I guess it all depends on exactly what you're reading. People who see commies under every bed are likely to read books about commies being under every bed.
You're going to have to decide which way you want it. You actively participate in the kind of data gathering you object to every time you turn on your computer.
I grant you that data gathering and its buttociated adverse consequences could be better handled in the US. Idenbreasty theft, for example, is a far smaller problem in most of Europe than it is here. Of course, the trade-off is that many or most European countries have a national idenbreasty card system ("your papers please!") and in many of those countries, there are centrally-monitored video surveillance cameras on every street corner.