I see another aspect to this as well. Our incentives are fundamentally opposed to the incentives of those who are collecting data on us. So not only are there reasons for them not to believe what we tell them about ourselves, even if they were to ask, there are also reasons for them to figure out better ways to use the information against us if they were to ask and we were to answer.

I don't think there's a good solution to this as long as so many services that people want to use are monolithic and centralized.