You can opt out, but it's a grueling, site-by-site process and they don't make it easy - often you have to do it several times. See https://inteltechniques.com/book7.html for some strategies. It's tortuous and should not be this way - we should really have national privacy legislation, but all the companies who are based on (or just get extra profit from) surveillance capitalism will fight such a thing tooth and nail.