It depends. I'd like to offer an alternate perspective, in that I believe to some degree that anonymous data collection can be genuinely beneficial. For example, Google's speech recognition technology is so good because they collect tons of voice samples from people all over the world anonymously. They have done this since before they had an assistant on Android through their GOOG-411 phone service. They also collect metadata from your Android phone in order to improve their mapping service, which results in features like live traffic data so you can see where there are traffic problems. Tesla is also anonymously collecting data from people who are now using their autopilot system, and in doing so they've already improved the feature significantly. Netflix uses the same idea to decide what content they will produce or pursue for their service. Going beyond technological conveniences, anonymous data collection at Google Life Sciences has given them a solid insight into the average person from many areas which allows them to do genuinely good things that benefit humanity. Similarly such anonymous collection has also helped track and prevent the spread of pandemic diseases, like Ebola most recently, since they have a better understanding of how people travel and behave.
There are plenty of good reasons to want this kind of anonymous data collection, so long as there's nothing shady going on. I'm not saying everyone should be OK with it, and speaking truthfully I don't think I would go for it unless there was a compelling reason to, since I would need to have a lot of trust in the people collecting and holding on to that data, but I disagree with the idea that it's inherently evil as some people seem to suggest. So, just to play devil's advocate here I'm going to say 'yes' under the stipulation that I am comfortable with the group monitoring me, I have access to the information they have collected, I can opt out and destroy my data any time, and they are using it for something that would benefit everyone.
