The good news is that there are trillions of data bytes being generated every minute of everyday so you will remain anonymous to the human intelligence services unless you do something wrong or are connected to someone who is "interesting" to the authorities. Of course you are not anonymous to the many computer systems that you are linked to whether you know it or not, they of course automatically learn about you and target you accordingly, which is what you are experiencing. You can worry about it but it wont go away or you can just get on with life as I do and keep receiving Viagra adverts, how do they know?
In principle, I see it the same as you do.
In addition, there are laws to protect the citizen, such as the EU's General Data Protection Regulation GDPR which was maybe well-meant, but it is a bureaucratic monster. In the beginning, this went so far that some idiotic politicians wanted to have names removed from doorbells "to protect the citizen"...and that small businesses like a village pharmacy had to have a data protection officer as an additional employee. I think these are partly grotesque excesses and Stone Age counter-attempts. I think that this is no way to deal with Alexas or Siris. If (in theory) GDPR would be 100% implemented, probably no one in the EU will be allowed to own a mobile phone or PC.
On the other hand, I also see that Alexa can and may offer me Viagra in times of democracy. That is ok. But if we were to live like in China or Russia, Alexa might offer to pick me up and send me to the Gulag archipelago if it is "interesting" just to say something against the government. I don't even want to know how far behind the scenes China scans all its citizens (and causing action from time to time) and thus effects even more anticipatory obedience.
Let's hope that all the AI remains (at least mostly) in the right hands.