And the point about the PGP key, is not that Facebook etc don't trawl your data anyway, but it is so *someone else* can send you a message without them inspecting it.
FB doesn't need to. What FB collects is not data, but meta data: who do you communicate with, and why. You have to thank the forgotten Bletchley Park genius Gordon Welchman for that: he's the one who worked out that meta data was at least as important as data, which is what he did before he improved Turings' work on breaking Enigma codes.
PGP doesn't do squat to protect you against that.