I can opt-out of Google (and other networks) ads via technology and market choice (decentralized options are also becoming a reality). But I can never opt-out of state-surveillance. Fundamental rights often only apply to the state for a reason, because of they have a much greater ability to abuse them.
Privacy is a question of associating data to an identity. I can control my identity I provide online services. But I can't obscure my identity to the state without threat of jail/violence.
You could argue the state has to operate within warrants, but as we're seeing this often is not the case, and governments everywhere are attempting to support warrantless wiretapping (such as by the Canadian government again announced this week for police-level investigations, not even national security).
So while I deeply agree with the sentiment, I don't agree with the convergence of the two (market/state) as a singular privacy issue. One is a far greater threat.