This seems paranoid. There are many things which are technically possible, but there is no evidence of some super-advertiser doing. It's not even clear to me that much of the 'fingerprinting' (past basic re-targeting) actually works.
Isn't this what people said pre-Snowden? Not that NSA spying is the same as corporate "surveillance capitalism", but if companies can make more money off it and the technology exists, it seems prudent to assume companies are trying it.
It's also significant to note that while the government is quite bad at keeping 'problematic' behavior secret, companies are much worse at it.
There's a lot that's problematic that we suspect that is going on but don't have firm proof, because the organization actually is pretty good at keeping it secret enough. There's some exceptions where things do get leaked/revealed, but how would you know if this was 99% of wrongdoing, or 0.99% of it?