There is a lot of good that can come out of a database on the mental health of a large population. I think you should be able to opt out of such collection but I'm not in favor of banning such collection altogether.
Sure in the best case you can do a lot of good with such data. But that would probably need the data to be open to researchers, not in some corporate silo somewhere.
And in the worst case, pervasive surveillance data can do a lot of harm. Just ask yourself what an organization like the Stasi could have done with that kind of data.