random marketing companies tracking data to show you targeted ads or improve their products/services is harmless, so who cares. The one thing I hate and find very intrusive is the new integration w/ windows where websites try to trick you into allowing notifications - that's just a nuisance. No one likes seeing ads in intrusive ways, but the actual data that informs the ad? who cares. only people with a misunderstanding of what is happening give a shit.
The only potential negative is that the government will coerce these companies into providing their data, which if it isn't anonymized, could be used against you in court or other legal proceeding.
And while I do find the mixture of state and surveillance to be dangerous, that's already happening regardless.