I've worked in advertising for a decade and, while on the one hand, the industry indeed tries to track your every move, it's rarely done well or in a coordinated fashion. Ever wonder why it's still not possible to switch off ads for products you've already bought? Online advertising is mostly blind spam, which is why you will be advertised the thing you've just bought ad nauseam. If they had these ultra-accurate profiles of everyone, they'd advertise you something you haven't bought.
Using a basic adblocker instantly kills 99% of an advertiser's ability to publicly gather your data.
It gets more complicated in the walled gardens: Facebook, Apple, Amazon, Netflix, Microsoft etc. have an unbelievable amount of information about you, but they don't willingly share this. They use it to milk you within their walled gardens (do note, that in order to avoid Meta, you cannot use Threads, Instagram, any of their hardware, Facebook or WhatsApp).
Ultimately, it's still your choice whether you let them surveil you and it turns out people give these rights up willingly.
If you have an Alexa, it's your fault that Amazon can spy on everything your family says. If you've given WhatsApp your mobile number, then it's your fault that Facebook can read and analyse everything you've said to anyone on WhatsApp, connected to a near-perfectly unique ID against your name.
It is up to the users to not willingly provide this information. Trying to do this the regulatory way is all well and good, but it takes decades and the industry moves faster than that. And many countries don't care at all anyway.
You simply have to give up this dream of corporate ultra-convenience. You have to decide to live a slightly harder life: Linux instead of windows, open source instead of proprietary. Mastodon instead of Twitter, Lemmy instead of Reddit, etc etc