Because it's not theirs to sell, data about a person should belong to that person. They should control who it's being shared with.
I have plenty of options besides cell phones. I could have a landline, or get my ham license, or pen a letter!
I'm just a subscriber to a private service, after all.
If that is true then that means there is no data privacy protection in the US?
There may be some very specific data privacy laws (like two-party consent states), but yeah, you should assume no data privacy protection in the US.