And you do realize your cellphone is constantly sharing your location with your cell phone company which is more than willing to give it to the government without a warrant.

Whatever you are doing is meaningless privacy theatre

I wouldn't call that meaningless privacy theater. For one, you can buy a SIM anonymously, and make the cell location data essentially useless. Second, protection at the DNS level prevents other types of data exfiltration (such as cross-site tracking by the Meta Pixel). By not using social media and communicating over secure apps like Signal, you can indeed achieve a high degree of resistance against tracking and profiling.

Of course, you can do more, such as running only trusted software (i.e., free software) on your devices, not using Internet-of-Shit devices anywhere in your home, and making sure your car is not snooping on you through it's own cellular modem.

This makes sense to me but then why is CBP here needing/wanting to pay for ad data if they can just ask the ISPs/cell phone companies?

They are probably actively providing that information. At AT&T we still are working very closely with the NSA.