I don't remember Google ever warning me specifically that this was happening in the background, and after I checked https://myactivity.google.com/myactivity and noticed it was doing that, I was so furious that I deleted all the data Google kept on me there, and paused all tracking in the Activity Controls page. I also stopped signing in to the Google account in Chrome.
This is why I'm a big supporter of EU's "explicit consent" idea. I should be knowing stuff like that without having to read a 5-page privacy policy that's often hidden somewhere on the Help page.
Speaking of Firefox, version 57 also makes it easier to enable Tracking Protection in settings now (before you had to switch to the private windows to benefit from it, although you could make it so that FF always opened private windows by default).
https://www.ghacks.net/2017/11/07/firefox-57-full-tracking-p...
You can download FF57 from their FTP servers (they published it today), if you can't wait for the auto-update tomorrow: