Opting out largely does not work without devastating consequences of not complying. It also does not work even with these consequences, because government power

Opting out largely does not work without devastating consequences of not complying. It also does not work even with these consequences, because government power can sneak in and force data collection even when the companies don't want to otherwise. The only way to ensure privacy is with adversarial clients, where false data, indistinguishable from real data, is provided when possible to pollute the data collected. This makes the data less valuable, and also protects the individual from being tracked.