This is absolutely true, however there are alternatives to companies that track you. Go to JCPenny and they don't force you to use a credit card to purchase some shoes. If you use cash, as opposed to a credit card, you won't be added to their database. The difference between a retail store and the government is whether you have the choice of having your information stored in a database. So yes, a government could just up and say "all your base are belong to us" to supplement any information they already have, but there is no opt-out for a government that might already have information on you based on phone calls and your Internet graph.