Identity-specific data is sold all the time for everything from advertising to credit scores and what would otherwise be called social credit scores of they were run by the government instead of private companies.
I'd be curious to see how the price compares when selling 10k individuals' data versus aggregate data the 10k people. Presumably if it was cheaper to buy all the individual data I would do that and aggregate it myself.
Private investigators, three letter agencies, and any company wanting to send mailers to my new address when I move all need the individual data to target me specifically.
I totally agree the aggregate data is given more value in a commercial market heavily focused on advertising and now training LLMs, my only point was that there are markets that highly value individual data as well.
I think the point stands that it wouldn't be easy to sell your individual data, and even if you could, it would be for a pittance from someone who is looking to build a large dataset. They certainly wouldn't be giving you an amount that justifies advice like "hold on to your data".