Part of the problem with privacy, FB/CA, etc., is our near-endless capacity to store and index data
Social media and the internet in general represent new media and new opportunities to make money through profiling consumers. However, I believe that a major component of this issue is the ability to compress, index, copy, share, and store near-infinite amounts of data. For instance, in the 1960s, if companies wanted to listen in on your calls, record those calls, and then analyze/index the relevant data, the amount of recording tape, staff personnel, security, and so on would have been tremendous - probably more than any such venture would be worth. However, imagine if every call could have been recorded digitally, stored without cost or concern, and analyzed/indexed by AI software - does it seem so implausible now?
So, yes, Facebook, DU, reddit, etc., are avenues to have your data collected, but it is the low cost of storage and the AI analysis that makes it possible for anyone to harvest and sell your profiled information. It can be done via your mail, phone calls, debit card transactions, and so on. There is almost no cost to capture, store, analyze, and index your data into a profile and there is almost no cost to "copy/paste" it to someone else who pays for that data. Without new laws to address the sharing of data, there are only ethics to stop it from happening. I personally don't see any significant means of stemming this via the market. Boycott whomever you want; eventually it will be banks or home depot or your corner convenience store or your gas station who builds a profile of you and sells it to advertisers.