It is in Germany and the law isn't active yet, but will be very soon. They basically create a central organization to collect data from all insurers. They receive info and are allowed to spread it to third parties in anonymized form.
> If the data is truly anonymized (and that's a big if), would you still have an issue?
Health data cannot be anonymized , since indicators and diagnoses can quickly identify a person. But no, this is my data and I do only share it when I explicitly consent to it.
You can opt out if you make enough money because that allows you to leave state insurance, which is kind of a real problem in our health system. But that wouldn't phase our current health minister, who seems to be an idiot and needs to be removed from office. His performance is bad enough.