Of course not. You don't have to burn your fingerprints off with acid and fake your own death. In our data rich, surveillance heavy world perfect privacy is probably not possible. The good news is it doesn't have to be perfect. You just have to decide what is important and work to keep that private.
Discussion
I'm guilty of being involved in the legacy social media trend. However, I never felt comfortable with sharing every aspect of my life online. I inherently enjoyed the voyeuristic approach of just watching the idiots. The decentralized protocols like Nostr fit my personality perfectly. My main concern concern is all the previous data collected and the potential repercussions.
And, also, embrace the tools (software, hardware, legal/regulatory) that are given to you. If "what was lost" is absurd, take action but then you are most likely not alone.
Don't get gaslighted into thinking there is something wrong with you, if you *choose* whatever little thing you want to keep private. Even if it's just for the sake of setting a boundary, i.e. you have a box with candy and not telling them what candy's in the box. (Even if it's empty.) It often starts with little things.