We high-frequency internet users are committed to our path! Yeah, I don't really regret anything.
Long ago, I couldn't have imagined what Big Data would look like today, and today I still can't imagine what it'll look like in the future, so in that respect I couldn't have chosen differently then nor am I informed enough to choose differently today. "They" know a lot about us. Feels like that's just how it is.
I do try to avoid handing over unnecessary data, though, so as not to behave as if I'm totally helpless. See a cookie, clean it out of the browser. A few small safeguards are better than none. But they'll weaponize all the data really hard if and when they choose to. I feel ambivalent about that likelihood. Some battles are fightable and some aren't.