I understand that we're talking about feeding "AI" data here, so it's kind of moot, but I'd like to point out anyway that most of us don't want the merchants to know who we are (or to feed the "AI" in general).
Right now it's just "out of sight, out of mind" and the full capabilities of what is possible with aggregated data is just not apparent to your average person.
AI, surveillance capitalism, manipulation and so on have been in pop-culture and news for years now, 'the social dilemma' just aired on netflix and a lot of people seem to have watched it, there's a documentary about 'big data' on TV every month, every other sci-fi movie has it as a plot point, we're all aware of it. People are genuinely indifferent about it. People will complain about it in theoretic debates but the number of people who actually delete the apps off their phone is basically zero, which tells you what you need to know.
Perhaps they don't care because they are accustomed and desensitized to it?