We have all kinds of evidence for it (for example, here's an article about the data sold to insurance companies https://www.nytimes.com/2024/03/11/technology/carmakers-driv...) and we've had evidence for a very very long time (https://www.cbsnews.com/news/data-brokers-selling-personal-i...)

The data collected about us online is extensively used against us both online and offline. The multi-billion dollar industry around collecting and selling every scrap of data about you and your personal life didn't spring up because nobody was making money from it.