Because the US doesn't have a federal privacy statute which requires companies to obey privacy choices, is my guess. Correct me if I'm wrong, but I thought the FTC's authority, which includes competition and fraud, doesn't extend to privacy. Privacy violations (such as non-consensual data collection) by non-government businesses are not per se illegal in the US as a whole, but the FTC could argue that specific privacy violations were unfair trade practices. Not only is the understaffed, overburdened FTC practically unable to enforce a hypothetical future privacy law (which is one reason privacy laws need to have private rights of action), the FTC's legal authority to fit privacy violations into the unfair trade mold is dubious. It's not sustainable to rely on the FTC to handle the majority of privacy violations.
In short, the US doesn't have a federal privacy that would make privacy violations illegal.