You are ignoring that the government can and does request data from the companies. You may say 'who cares about the adidas I bought', but it doesn't stop there... google knows where you are (location services in android...), who you contact, what sites you are registered to (contatct synced / gmail), in addition of what your interests are(are you gay? involved in casual sex? voting republican or democrat? Planning a protest?). This level of data collection is wrong regardless of who does it: if a company has this data the government can get it too by definition, after thr data is there it's just a slippery slope.