Is it unethical to study behavior of the populous? If anything bringing it into a clinical study probably brought more oversight in terms of ethical handling, and aggregation/anonymization of data than the source would provide.
Facebook doesn't sell data. They place ads, but the data stays in-house.
There is a world of difference between that and companies you can't really opt out of doing business with if you want to live in mainstream society (cell providers, banks, etc.) making you click 'agree' on some 50k line dump of legalese and then selling granular, non-anonymous personal data to anyone willing to pay.
Frankly, the hysteria around "Big Tech" "selling your data" is misplaced and probably paid for by the lobbying arms of the real abusers. "Big Tech" is far from blameless, but it's a teddy bear compared to how other industries treat us.
Since then the world and his wife have captured data and inserted telemetry beacons everywhere. Consider how many services you use that are today subsidized by “anonymized” selling/trading/sharing/merging user event streams - the TV your watching, your cellphone provider selling user behaviour data, even your ISP is selling your DNS lookups - they’re all at it now. Worse, mobile has made it much easier to install platform frameworks that offer developer features in return for data-collection such as location, user profile etc.
I don’t think it’s overblown - that “anonymity” isn’t that anonymous when you add enough dimensions - you just haven’t seen how massive the data broker business is.
The things you are talking about (e.g. smart TVs, cell providers, ISPs) are the things I am saying are actually bad. For some reason they don't get nearly as much attention, despite being far worse.