But in the US that isn't true even outside of the internet. If you walk outside of your home/land, I can legally photograph and record video of you. I can write down what you're wearing, make assumptions about your income based on your address, record you gender/age/etc. All of that is 100% legal - you willingly give up information about yourself when you go to public places.
You could argue the internet is not a public space but that counters most pro-privacy people's opinions on free speech/etc online.