They keep the data to themselves as it is their secret sauce to deliver ads.
I don’t think that’s entirely true. They won’t sell direct data, but through their ad and search systems your ads can drill down to very specific people and thus you know about them. It’s still crappy. It’s kinda unfair I think to outright say they don’t sell your data. You data is their core money maker. It’s just in a round about way. Sure maybe it doesn’t bother you, but in my opinion, the collection of data is the core problem with modern technology, not even just the internet. Data is extremely powerful and valuable.