I think you're missing the point. Right now, I guarantee if you've ever done anything that includes a paper trail on guns, that DHS collects all your internet traffic already and stores it, creating profiles. There is nothing businesses know about you the government doesn't already have.
The problem is not businesses being allowed to have customer databases (or sell them, since you're agreeing to a contract when you click "I Agree"). The problem is it should be illegal for the federal government to have any data on any citizen without a warrant for a specific crime. That's what needs to happens. And the penalty for violating that should be one penalty, death by public execution.