I understand that it's related to taxes and that it's not exclusive to Germany (that's just the one I'm most familiar with). But there are better ways to do this that don't involve the government or my employer. These things violate my personal privacy far beyond what an advertising company does, or at least have an actual effect on my life.

I also think you're massively underestimating how much people care, especially in an increasingly secular Europe, even in very liberal cities like Berlin. And in small companies, there is no HR.