The fact that there is really no major entity working to keep our data safe for ourselves and ourselves alone
Apple does this. Look at HealthKit for example, all data is stored locally, Apple doesn't mine it. They allow you to control who has what access to specific parts of the data.
It's not exactly true of all data, but Apple tries to give you specific control of data where it can.
The reason why Apple does this and other companies do not is simple - Apple actually makes money selling hardware. Google and Facebook have no revenue except what they can extract from you data, so they have totally different motivations.
This is true—I tend not to think of Apple as "an entity working to keep our data safe," since I primarily think of them as a hardware/OS vendor. But yes, any data Apple does happen to hold of yours is as safe as they can make it from those who want to monetize it—and they don't care to do so themselves.