Do you think you suffer when you click on an ad you think is relevant to you? I don't think internet ads do me much harm, especially well targeted ones I want to click on.
If you don't consider the absence of your own (or your loved ones') privacy as "harm", then perhaps the job of inducing such an absence of privacy wouldn't be considered "harmful" by your standards. By my standards, however, that is considered "harmful" - maybe not physically, but certainly psychologically.
Do you not consider the eating of a Big Mac harmful for the eater just because the eater felt said Big Mac to be relevant to him/her?