You are more ok with the idea of paying taxes if you regularly benefit from tangible services your taxes contribute to cover.
The same is valid with data.
The problem with companies collecting information about us is not the collection per se.
It’s the secrecy of the operation, the impossibility to control what is collected and what not, and the fact that six months after buying a new car you are still getting ads with car offers.
“Have you already purchased a car?”
“Ok, from now on you will stop seeing car offers while navigating the web. If you want to reactivate car offers in the future, you can do so by typing ‘activate car offers’.”
“Thanks, and feel free to take my data.”