That's half true, no one cares about you in particular but they still collect everything to have a database of all thing that could possibly care about in the future, Snowden did a great job revealing that and while it wasn't state driven you can take a look at the Cainbridge Analytica story if you want to know what's possible even if no one ever cares about you specifically, keep in mind that that's even possible with very outdated technology by todays standards!