Collecting data might be sensible ... for corporations. But, it is rarely for the consumer. That is why it is so hard to ask.
"Can I do this thing that you do not understand but probably have the feeling that is only going to be bad for you?". That is a hard question to ask, that is why the question is hidden behind weird concepts, lists of consent checkbox, or other dark-pattern mechanisms.
Collecting data might be sensible.. but only for one side of the deal. Data collection is a clear WIN-LOSE situation, a situation that is only accepted because there is an unsymmetrical amount of power in the relationship.