I thought about adding something about privacy, but that's sort of a different topic for a different time. There are plenty of privacy preserving ways of learning from this data.
It's not a different topic at all. If you don't design it in from the start, it is very hard to get right later.
Those same companies mostly load their software and websites full of trackers against all reason. They are very very happy to collect that data. They just never use it - management personalities usually override any data findings... if anyone even ever looks at the results.