"Surely you could just not use the sites and services that evade your consent then?"
No, really, you cannot.
FB maintains shadow profles, even for nonusers.
Google tracks virtually all Web traffic. And most email.
Amazon backs or provisions a tremendous amount on online sevices.
Comcast, TimeWarner, AT&T, and Verizon have absolute local, and effective national, monopolies on point-of-presence service across the US. Indigenous telco monopolies operate similarly elsewhere.
Cloudfront, Limelight, Akamai. and other CDN, DNS, and interconnectivity providers see requests and traffic aggregated across huge opulations.
Visa and Mastercard see a huge fraction of financial activity.
And this doesn't even start to touch the vast B2B data services markets in advertising, marketing, finance, credit, risk, tol collection, healthcare (denial) systems, licence plate scanner, retail backends, payments processing, debt collection, and more.
There really is no effective possibility of opting out. Even with denying yourself an effective role in modern society.