Because the industry really respected DNT[0]?
Regulations are needed when the kids cannot play nice in the school yard.
GDPR is actually not that bad if you read it rather than subscribing to much of the malicious compliance we see.
99% percent of them intentionally turn the "decline" choice into a 5 - 10 step game of dark patterns even though the EU policy says it should be equally easy to decline. They know its bullshit but they also know the chance that someone will drag them through court is low.
It would be your payment information, which is orthogonal to most of the tracking data.
The black market demand for leaked advertising-related tracking data is basically nil, except maybe in cases where it’s related to something else exploitable or usable for blackmail like if someone frequents cryptocurrency exchanges or porn sites. Nobody cares to pay for black market data about you shopping for towels on Amazon or things like that.