Giving people what they want reduces us to consumers instead of treating us like citizens, consumers who are on the prowl for the predictable and comfortable. What we want winds up being suspiciously like what we've already got, more of the same-the cultural equivalent of a warm bath.
It's always the balance between the individual's subjective experience and the social structural condition. As individuals we have access to more than we've ever had before. Giving up our data seems a small price to pay, especially if, as you say, we don't feel we have anything to hide.
What we need to do is take that inchoate sense that something isn't right and give it a structural component and the sense that things can be another way.
Look back on the utopian dreams of the previous century, or even the century before that, where people thought machines would ultimately give us a quality of life where our needs would be taken care of so we could all basically be artists together in the evening, after we had fished, hunted, raised cattle - or whatever it was Marx imagined for us.
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