First, tobacco and alcohol companies absolutely are regulated. Second, traditionally the age gate for cigarettes and booze is for the seller to look at your ID just to verify your age, then forget you. The process was not to establish your identity and follow you around forever, tracking and selling your behavioral data, which is a way these Internet based age gates have been implemented, and the logical conclusion of these age gates given how the Internet works. Third, even if you are coming from the angle that the age verification process for cigarettes and alcohol are bad, it's easier to prevent a bad system from being codified into law than to repeal it after the fact.

Being licensed to drive is a bit of a different situation as you do have to demonstrate some kind of proficiency, but even still, the government practically has to keep track of this in some way and presumably, that way doesn't involve selling your personal info (if it did, there likely would be the same backlash).