Being surveiled for advertising purposes is fine
Companies use that data to decide what products and services they'll tell you they offer, what they'll tell you their policies are, and what prices you'll pay. You might be charged one price and told you have 14 days to make a return, while the next person will be charged less for the same item and be told the return policy is 30 days. Companies are even using that data to decide things like how long to leave you on hold when you call them.
Insurance companies use that data to decide how much to charge you. Employers use that data to decide who to hire. Political parties use that data to mislead and manipulate voters. Activists and extremists use that data to watch and target groups and individuals they don't like. Stalkers and abusive partners use that data to track their victims. Police use that data to find suspects and lawyers can use it in court rooms as evidence against you.
Being surveilled would (maybe) be okay sometimes if it were only ever used for ads and nothing else, but that's simply not the reality we live in. That data lives forever and whoever has it, or can get it, will use it for whatever they want whenever they want to.
How would you feel if all the adverts you saw were for non heterosexual people, wuld you feel trolled, harassed, intimidated?
Now take those same algorithms that were used to target adverts at you for psychological purposes, and apply them to websites displaying news stories and social media like reddit, and search engine results.
Would that amplify the feelings of intimidation and harrassment?
Because that is exactly what is going on right now perpetrated by the US tech giants with the collusion of the of various states.
The mere mention of this activity, could also make you aware or more aware of this so that you can start to spot it being done to you and others around you.
The timing of questions asked are important, as any court room lawyer will know, especially if the defendants answer can be later associated and used against them.
The fact this situation is allowed to exist in the hands of unaccountable people and entities namely businesses, is arguably illegal if the laws were to exist against targeted advertising, but we all know big business would b.e against this.
TLDR targeted advertising is a way to psychologically hound people into suicide. Its a murder weapon exploiting the needs of business to be efficient with their advertising spend.
The criminal perpetrators rely on their victims keeping quiet because no one wants to be humiliated, in much the same way if your parents were wrong 'uns they rely on that parental bond to keep you quiet.