Poor Ben. The crux of what he is saying is very much accurate, which is why any device with sensitive information is significantly restricted on connections and types. That said, there are several layers to its complexity...
Marketing - many entities collect "because they can" (eg. Facebook, Google, et al.) to either market directly or sell that information to others (retailers, ads retailers have purchased, etc.)
Nefarious users - these guys often do not collect the data themselves, since they are easily tracked by doing so, so often resort to either being a customer of the miners, or outright hacking them (highest risk, since they also go after machines holding sensitive information). Cell phones are actually a much higher (common) risk, since they do not contain the same security controls as a desktop, and have GPS. Once you have authorized a mobile app permissions, it can do everything you let it (even mine when you charge your phone via a USB cable).
Anyway... with all that said, it really boils down to risk and understanding it properly. The most common risk is identity theft, so
NEVER post/submit the items needed to apply for credit (DOB, mother's maiden name, SSN, etc.) to anyone or anywhere you cannot verify. If you feel you are at risk from this, you can lock your credit (for periods of 90 days, easily renewed), which requires all creditors to verify YOU before they can give you any credit whatsoever. Realize what data you have submitted over time to "where" and that it is a permanent record... if you have submitted enough information over time to be a victim of identity theft, consider locking your credit (and renewing that lock religiously... put it on your calendar).