"advertisers know probably more about me than my wife, do I care about that? No not really."
Cool, then you don't have to worry about these issues.
A lot of people (including myself) do care, though. Whether or not anyone has suffered direct harm (and how could such a thing be shown either way?) is irrelevant.
The relevant point is that if data about me or my machines is being collected about me without my fully informed consent, then I'm being spied on. I object to being spied on. I wouldn't be happy with some company installing cameras in house to watch me, either, even if they never otherwise harmed me by doing so. Would you?