I'm very much aware of all the free tools provided by large companies that just end up reporting back to Google, Facebook, etc.

There are ways to prevent those requests, however. Install a chrome extension to block all adsense & analytics requests, fonts, etc. Black hole their IP addresses or DNS. There are plenty of concerted efforts to improve anonymity despite these issues (e.g. the TOR browser).

There are varying costs to these approaches but it's not impossible, or even that hard if you trust the Tor team more than Google.

I'm not saying there aren't additional avenues worth investigating, but that you nearly always have to decide how much efficiency/cost you're willing to pay for anonymity.