If the only reason people collect all of that information about me is that it's cheap to do so, would making it a bit more expensive lead to nobody bothering to collect all my information? That sounds like a win as well.
No
In all respect, this is a really naive view of the ad tech marketplace.
The only thing that would do what you're saying is legislation. Making it more expensive just pushes out smaller players in the marketplace, leading to consolidation towards the Google's / Facebooks of the world.
Money doesn't solve every issue, especially when your adversaries have so much more money (and power) than you.
[1]: https://slate.com/technology/2020/04/sell-your-own-data-bad-...
The only way to stop others from collecting data on you is to not give it out in the first place. We need our computers, particularly browsers, to stop leaking so much information.
Edit: this is also the downfall of GDPR. An enterprising Chinese company could collect whatever data they want and then simply sell it to someone else who can use it to sell something to Europeans.