I strongly disagree, and with all respect, this is a naive view.
This might be true when you're looking at the mapping of individual company to individual person (ex: "You to Facebook" or "You to Google.") But the ecosystem approach to building a profile on you is more comprehensive than you think.
Example: you might get very very good at removing your phone and TV/Movie interests from Facebook, or never having it on there to begin with. But then Media Conglomerate X owns a cell/wireless provider, internet provider, and hell maybe even a cable company. There's a high probability that you pay for >= 1 service from this company, that can be matched back to your Google profile and/or Facebook profile - via a DMP (data management platform) or something similar.
Oh and remember when you used your real phone number to make a reservation at a restaurant? AND they needed a credit card on file, just in case you don't show up? Well those are uploaded and grouped in the same data pools.
And then when enough stores / restaurants / ecommerce sites pool this information, they can build a pretty reasonable shopping profile for you, make (very good) estimates on your demographics, etc. Almost like it's crowd-sourced!
Therefore the "you" that is supposedly a "small, statistically irrelevant piece" is actually part of a group that has an ecosystem of companies and DMPs pooling data to make that group smaller and smaller.