Why is Backblaze tracking me?

Firstly, not violating GDPR. Because, it is exactly the same as you visiting a website that has no tracking.

If browser info and IP are personally identifiable, then every website should throw up a GDPR pop-up.

If you use Sendgrid, the do this automatically I think. Every image embed, every link you click on an email is redirected through a sendgrid domain first.