Surveillance capitalism is a way of getting things without paying them with cash, it's a trade-off which can be understood in some ways, and more important that can be opted out at any time.

The real problem comes from the fact that the State is capturing these firms to spread their dystopian vision of society, and destroy freedom. You can't even opt-out anymore as they impose these techs to you.

They suppress cash so you have to use digital money they can censor

Your ISP is required to KYC customers so they can control what you do/think

They use your datas to track you with facial recognition so they can prevent you to freely move/travel

In short the remove choice from you and use your datas not to sell you new things, but to destroy your freedom

In France believe it or not they forced a spy tech directly into every houses in the form of a connected electric meter for "practical reasons" and now they are already actively managing power in people house to "support the grid" that they conscientiously previously destroyed. No doubt that it will be use to save the weather soon

The problem is THE STATE

Monetizing your private data should not be a problem in a free country, just risk to take to see your privacy weakened in case of data breach but nothing more