> Ok, can you give me a plausible example of what that harm could be?

There are countless ways the data collected about you can be used against you. Companies are using this data for everything from setting prices, to deciding which policies they'll apply to you, what services they'll offer or deny you, even shit as trivial as deciding how long they should leave you on hold when you call them on the phone. It's been used to deny people housing, or employment. It's even resulted in innocent people being arrested and investigated by law enforcement. This guy (https://www.nbcnews.com/news/us-news/google-tracked-his-bike...) wasn't worried about Google tracking everywhere he went until he had to get his parents to clean out their savings to pay for a lawyer in order to prove his innocence.

AI is only going to make it easier for companies to leverage the massive amounts of data they've collected against us. Companies have been trying to get consumers to accept discriminatory pricing practices this data enables for a very long time (https://link.springer.com/article/10.1057/s41272-019-00224-3) and it looks like they're starting to wear us down. Digital price tags are becoming increasingly common. So are demands that consumers scan QR codes to get prices. Prices don't have to be set so high that they become unaffordable to you, they can just slowly eat away at more and more of your earnings.

The system is set up so that you will never know when or how the data being collected about you is used against you, but every company is looking to leverage that data to their advantage every chance they get. I get that it's easy to feel defeated and think "My ISP already sells my browsing history, Google chrome already collects all by browsing history, so who cares if I let 30 other random companies collect it too by accepting their tracking cookies on every website I visit?" but those companies collecting your data care very much and it's not because they have your best interests in mind. They aren't going through all the trouble to track you across every website you visit because it doesn't matter. Taking a few basic steps to help protect yourself is just the smart thing to do, especially when it's something as simple as using an ad blocker or an add-on to auto-reject the countless "Can we track you" requests.