Selling your age, gender, location, preferences, etc to anyone who books an ad? That’s bad.
You can read more about how online ads work here: https://privacy.google.com/how-ads-work.html
That’s more than enough.
I don't follow your line of reasoning here.
If any company gives any information about me to a third party, that's already wrong.
And while advertisers don't get the data directly, they get it indirectly. They get the user specification (age, gender, rough location) they bid on, and the IP, and several advertisers even used that to track you between different websites their AdWords ads were shown on.
I'd ask how you think they are giving data to foreign governments, but I have a feeling you'll try to redefine "mandatory court subpoenas for individuals" as the same.