My take is that they don’t track you for fun. They track you to sell you shit. Most people buy what they see in ads and believe fake promotions so this is a good business model.
Best way to stay out is not to hide absolutely everything. It’s to block ads and don’t buy so much stuff. Obviously don’t give out data you don’t have to, block trackers, use privacy tools. But don’t feel bad if some data gets out. You will never block everything and a lot of it is not that important if you’re not playing the game.