There's a big misconception about what is meant by "selling your data". Your data is how they create value, but they don't literally sell excel files of everything you do.

The better the data they collect on you, the more effective they can make their advertisements. For example, maybe a grocery store chain asks google to target a specific ad at users who have been to competitors stores in the past x weeks. They don't sell that customer your data, but they use your data to fulfill the customers request.