Why blame capitalism?
Maybe look for a better word that encompasses other political systems too - power?
There are many examples of surveillance states (and the best known examples were not labeled capitalist).
The surveillance you blame on Musk is the same from other ISPs - therefore your analysis is simply incorrect. She needs a VPN to avoid ISP snooping on the metadata (IP addresses used, DNS, etc).
And the US is a bigger snoop (Echelon, 5 eyes, Room 641A).
Our individual choices are limited in New Zealand (written on an iPhone - far more snoopy than my ISP).