If I post something to an online site and I allow them to save cookies, then it's my fault if they find out demographic information on me. That I can handle.
If I subscribe to a free email account and they mine that information for demographic information, I guess I'm okay with that. It's free.
If either of those companies sell that information to the government to keep better tabs on me, it's my fault for using free online services.
If they tap my phones or spy in my residence, that is a breach of privacy. The other is a breach of private non-critical data.