Pre-digital shopping was kind of simple. If I buy a toaster in a store and pay cash, there is a very limited exchange of information. We have added a few things to that transaction now that permit data gathering, like loyalty cards, electronic transactions that capture some information, and so on. But the toaster itself was pretty straightforward. Even though it probably has instructions, you probably threw them in the recycling without reading them.
Even relatively complex transactions, like buying a home or a car did not give the other participants in the transaction much ongoing right to information other than whether I made my payments on time. Okay, they got your credit bureau. But they didn't get your browsing history, did they? And these kinds of transactions have a LOT of consumer protection built into them.