So, on the one hand, Google ads have been creeping me out for awhile and I know that's because of my online searches and so forth, but at the same time, I know that those ads are a result of computer algorithms and not due to the actions of a person focused on me and my habits. I also don't have a problem with my data being collected and used for research purposes as long as it is scrubbed of personal identifiers. On the website in the OP, when they talk about companies not selling your data, but their data, they are talking about selling the analysis, which would not have your identity attached to it. At that point, it is a bit like someone standing on a street corner and counting how many women go into a store and come out with a purchase vs how many men do the same and then posting the result. Maybe you went into the store that day, but them saying 50% of women who enter the store purchase something vs. 30% of men doesn't actually tell anyone anything about you, especially if nobody knows you went into the store.
In terms of law enforcement being able to access your social media accounts, well, they can also access your phone, your house and everything in it and subpoena everyone you know and ask them questions under oath. Your right to privacy has always and will always have limits.
One thing I find somewhat amusing is the idea that facebook is something new. If you look at old newspapers, you'll realize that facebook is actually something kinda old done in a new way. The "About Town" or gossip sections of newspapers were full of information about things that were happening to your neighbors. As part of my genealogy research, I tracked my grandmother's older half-sister's mental decline and hospitalization in the state mental hospital by doing a search through the local newspaper. I guarantee you, my grandmother's family did not ask to put, "The O family visited L at Cherokee State Hospital on Sunday," in the local paper (considering the stigma surrounding mental illness) but it was there all the same. I'm sure nobody wants the fact that they were arrested for public indecency broadcast to the world, but it's right there in the "Police Blotter" portion of the local newspaper. It's true that a larger portion of the world is able to see all of your business, but growing up in a small town, it was pretty obvious that privacy is an illusion that is maintained by etiquette and good manners and not because nobody knows what you've been up to. Somebody always knows what you've been up to!