Harvesting peoples behavioral or other data is depriving them of privacy. There is lots of precedent for why privacy is important. So to be specific, the data collection is "stealing" privacy.

And with respect to the gp comment, this is actually different than copyright infringement, where the infringer is not depriving the copyright holder of anything, except potentially a business model based on withholding information. There is obviously a lively debate about the appropriate reach of copyright law, but imo at least, copyrights are more abstract that the privacy rights that are being infringed through surreptitious data collection