Many reasons:
- It assumes this is all that the data is used for and that the data doesn't get a second life with companies that can use the information to punish you.
- It assumes that the data is never stolen by malicious entities and put to use against you
- It assumes that all the data collected is required to provide the information promised
- It assumes you want to buy things from theses stores in the first place (think ideological reasons for not shopping at a place)
- It assumes you knowingly consented to these terms with understanding of the cost
Basically no matter how you shape it, it's the advertisers trying to avoid saying they've entered you into a system and contract without your consent, but it's okay because "you get to see things you want to buy", neverminding that this rarely is the case and the algorithms are hyped up beyond belief, often offering advertisements for items you have already purchased and need to rarely purchase. (e.g., you just bought a water heater, here are some other water heaters you might like)
I'm not really convinced by lengthy Terms of Services and FAQs like Facebook's that they honestly care about people being upset as they miss the point entirely. You still don't know what was collected specifically, you cannot opt out of it from their side (must use blocking tools which companies constantly change their code to avoid), there's no way to verify about any of the information they've collected or whether they've stopped collecting it if you opt out, there's no way to confirm that your data is deleted if you request it, etc.
All this for slightly targeted ads?