Because it's not illegal. Most data privacy laws just require that user can see data collected about them and prevent sale of said data in optout fashion.

There are rarely laws around preventing collection of said data or using said data for some new service.

But it's not any data, it's political orientation data!

Sometimes people talk about GDPR being only the cookie banner, but thanks to it, its forbidden to collect that kind of data.

https://gdpr-info.eu/art-9-gdpr/