I disagree.
First -- there is a big difference between privacy and anonymity/going off the grid.
I would agree that the ability to do the latter while participating in first world society is effectively impossible.
There is a lot that can be done, both by the individual and by governments, to improve the ability of individuals to control how information about and by themselves is used and transmitted.
Officially (but not enforced to nearly the extent it should be), the EU Data Protection Act states that information about an individual belongs to that individual and there is a basic right to a degree of anonymity. One is supposed to be informed where the data sits, whether it is correct, and how it is being used. We are all learning the extent to which that law is ignored in Europe. It is, however, a beginning and establishes the common sense idea that I own information about myself, including images of myself. The vast majority of countries world-wide have variations of this law.
The US starts from the assumption that data belongs to those who collect or aggregate it. This means that, in order to provide any privacy (in the sense of controlling data from/about oneself), individual bits of that information have to be defined and exempted from that assumption. This is how we got HIPAA (which is extremely narrow and poorly enforced), the cluster of banking privacy acts (again, poorly enforced). Until this changes, it is really difficult to control how/whether data about yourself is used, by whom, and whether it is accurate.
There is some privacy. You do not have to have your SSN tattooed on your forehead, nor do you have to give it to everyone who asks. You should protect your banking information and you don't have to tell your employer about any disability unless you want accommodation. Which is all fine in theory, but in practice, few of us take the time to learn the laws and our privacy rights and even fewer of those who want to collect this information bother to learn the rules or abide by them.
You can go off the grid, but you have to leave everything behind. And, if you really want to, you should find a place to live that uses just paper records.