Something to note as you listen is that people convinced they're being spied on are mostly amused by it. They don't sound outraged or frightened at all.
Which is a little surreal. I think I get the same way though. It really freaks me out, but there's not much I can do about it, so I'll laugh it off. I don't use social media (although I'm still on Reddit), and I still feel this way.
You can do one more thing that may be extreme, depending on where you live now. You can move to a country covered by GDPR.
If you're in the US, you can also be a privacy activist, which we need more of.