Not my experince. I'd say the majority of big data is unethical both in capture and use trying to sell you something or sell someone else something on you, a small amount is for general good.

I wasn't involved on the project but a major Telecoms company i was at was prototyping scanning for mobile devices on their provided home routers. If they didn't recognise a mibile as being on their network they would then target you with mobile deals. Devs saw the issues with this, essentially scanning your home network from their routers and sending the data back to be processed. Managers found Apple's mac address rotation annoying and lost the point why Apple do it.

Unfortunately besides quitting the job devs on the project don't have a say as they don't have the power or say in the final decisions at these companies. It's easy to say you would quit but it's harder when you have a mortgage, wife and kids for example.

Maybe it's different in the states, because a lot of tech giants are based there. But in Europe, I feel like, there are banks that inherently have a lot of data and they can use BigData stack for ETL and other stuff, and there is the rest who just want to get some data on users and sell them some products they don't really want, it's not necessary an advisement company by itself, it can be an analytical platform or just a department in some big e-store.