If it's a fair trade made between consenting, rational, partners both in full possession of the facts, why are companies so cagey about what information they're

If it's a fair trade made between consenting, rational, partners both in full possession of the facts, why are companies so cagey about what information they're gathering from users? If it was a fair trade and users were aware, they surely don't need to be so worried. You wouldn't need to threaten with data protection laws, and you wouldn't have to require consent for information gathering and tracking, users would know exactly what it is worth and give it willingly if they agreed with the value propositions. Or, is it actually that very many people are almost entirely unaware of the information they're providing (leaking) in the "transaction", or are unaware they're even making such a a trade in the first place. A bit like having a small, discreet, densely typed sign saying a shop is using CCTV and by entering you agree to be surveilled, but what you're actually doing is using the cameras to read PINs entered into the card readers.