This is an economically well informed response so thanks for writing it.
The economist in me shakes my fist grumpily and says: You're contributing to an inefficient market by being opaque with your explicit preferences.
Your point however I think about companies not giving data back to you is an important one, because I think it's true in some ways and false in others. True in the sense that - lets use google for example - you don't know the exact composition for how they make decisions internally. However, I would guess that Google doesn't even know that.
Further, Google puts out a lot of information to shareholders and in their Annual reports, more data certainly about their finances than you send to Google - so it's not exactly the case that you aren't getting really good information on them. Not to mention the hundreds of articles daily on their current and future operations and products. I'd say you probably have more access to data about Google - in aggregate, if you want it - than they have on you.
The economist's dream is that we all know our own pricing sensitivities and desires for goods and services, share that with the market, and the market responds by providing those goods and services at marginal cost for a supremely efficient market. That's kind of the goal of economics - perfectly predict human desires and build systems to facilitate those.
You're response proves what we know however that individuals, companies or otherwise, are incentivised to not create efficient markets, but rather maintain information assymetries so that they can individually extract the most out of the market.
I guess that is to say, I had never thought about that from the perspective of the consumer wanting to maintain the information asymmetry, I had only ever thought about firms trying to maintain the information power. It's an interesting and different way to think about it. Thanks.