They often include a waiver that allows them to share your PHI with whomever they want.
You're under no obligation to allow them to do so.
If you share the same public IP, as most homes do then that adds to it.
I started getting invitations to add a Google review to a restaurant I've never been too. But some of my family had.
I can figure out other stuff too - music tastes, social media trends, etc. Just by seeing ads and stories I'm offered on Google News and other places.
There's that famous story about a guy who discovered his daughter pregnant (or feared she was pregnant) a few years back because he started getting ads for baby clothes.
In most places, it is not difficult for an employee, especially someone like a sysadmin or a DBA, to simply siphon the data into a CSV. Chances are that no one will ever figure it out.
I think that once law enforcement catches up, slow as they always are, they will start creating honeypot identities and then tracing the information leaks to their source. For now, there is little to be afraid of for the leakers.
If it's your doctor or your pharmacist, or the shop you bought online (or offline) something once, incognito will not help at all. They have your personal information already, the only thing that can stop them is law. The cause of the robocalls may also have been his medical insurance, if you want to go full paranoia. :)
Note those shops, the sites you created an account on, the companies those shops sold your personal data to, all of them can target you with ads on both facebook and google by using your PI (essentially donating your data to facebook and google in the process).