And not living in many countries certainly does not prevent them from affecting you. The world is deeply interconnected no matter how you structure it, from nuclear proliferation to pollution. You are also not immune from states you opt out of, if you even manage that.
Not that shadow profiles are a good thing, though. But I think this is drifting from the original topic, Facebook is, as of now, eminently more "escapable" than most nation states are. Certainly than any of the great powers, even if you don't live anywhere close to them.
