I would've agree with you in the past, but I think there are a number of reasons that there is always a huge amount of "surprise" when things like this are posted:

1. Ignorance is bliss: People don't WANT to know about this kind of thing. It can be upsetting, anxiety inducing, uncomfortable, dystopian, etc. so it "feels" a lot better not constantly thinking about and analyzing the ways in which your tracked

2. Assumptions: This may be tied to the previous point, but I think a lot of people make assumptions that these massively successful, and in their eyes beneficial, organizations wouldn't be collecting, analyzing, or using data in any kind of malicious or questionable ways if they even think about it at all

3. Dark patterns/misdirection/dishonesty: companies do everything in their power to make sure user aren't able to easily opt out, don't have a clear understanding of what is actually happening, and make it very difficult to find answers about it in a way the average user would understand

4. Technical knowledge: While there are lots of highly technically skilled users here, many of them specialize in something not related to this topic in any meaningful way. Our company has plenty of developers, for example, that can code at a substantially higher level than I am able, but otherwise their computer literacy is completely non existent. I'm no longer surprised when technical users seem to lack basic knowledge about a particular technology, because no one can specialize in everything