Because the vast amount of information they get about us, is so overwhelming that they don't have the power to sift out actual useful information.
Let's say for arguments sake, Google knows everything about you, it knows where you like to surf, it knows what you like to eat, read, watch...even what underwear you wear.
But this isn't public information. It may get...once hacked, but still - all of this information must be categorized, analyzed, sorted in order to be at all useful. So many cookies, so many websites, so many systems - it may sound easy, but it's far more difficult to make sense out of than you MAY want to think. Sure - if an employee of a certain company that shall remain nameless here, has it in for you - it's very easy to get dirty information on you, that's not the problem - the problem is in how you USE that information, not an easy thing to do without involving yourself in pretty hefty lawbreaking criminal activity.
I may know SHITLOADS of information about most of my neighbors, but alas...I can't really do anything about it, yes, I may eyeball my suspicious neighbor once in a while, freaking him out into the clueless oblivion in the land of paranoia...but that's all I can do, and not even that is legal. I am not allowed to browse information about him that can compromise his human rights, the same goes for our beloved military, yes they do it...the gov. do it, even the police do it - but very little come out of it, except they've got "their eyes on you".
And thus come my conclusion, want to know a little dirty secret?
I bet you do - and the neighbor is just as dirty as you. We can't arrest the entire population.